+89.5%
VTR vs ES
-3.5%
+93.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -2.4% | -2.0% | -0.5% | -1.6% |
| 3M | +14.8% | +1.7% | +13.1% | +13.9% |
| 6M | +5.3% | -3.5% | +8.9% | +6.8% |
| YTD | +18.1% | +7.9% | +10.2% | +13.5% |
| 1Y | +36.7% | +17.2% | +19.6% | +24.7% |
| 3Y | +130.1% | +29.3% | +100.8% | +94.4% |
| All | +89.5% | -3.5% | +93.0% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling