+1,491.8%
VTR vs ES
+1,910.3%
-418.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +3.8% | +0.9% | +2.9% | +3.3% |
| 30D | +10.1% | +5.9% | +4.2% | +7.0% |
| 3M | -1.2% | -1.0% | -0.1% | -0.8% |
| 6M | +4.8% | +7.2% | -2.4% | +1.0% |
| YTD | +18.9% | +7.0% | +11.9% | +14.2% |
| 1Y | +21.8% | +0.5% | +21.4% | +19.9% |
| 3Y | +132.0% | +48.7% | +83.3% | +83.7% |
| 5Y | +94.7% | +1.9% | +92.7% | +84.9% |
| 10Y | +136.8% | +89.2% | +47.7% | +67.9% |
| All | +1,491.8% | +1,910.3% | -418.5% | +574.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling