+98.2%
VTR vs ES
+3.4%
+94.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +1.0% |
| 7D | +4.7% | +1.9% | +2.8% | +3.8% |
| 30D | +10.9% | +7.1% | +3.8% | +7.5% |
| 3M | -3.2% | -1.9% | -1.3% | -2.5% |
| 6M | +3.7% | +4.4% | -0.7% | +1.5% |
| YTD | +16.8% | +7.3% | +9.5% | +12.4% |
| 1Y | +21.3% | +2.1% | +19.2% | +18.6% |
| 3Y | +119.0% | +41.8% | +77.2% | +75.0% |
| All | +98.2% | +3.4% | +94.8% | +89.4% |
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