+1,481.1%
VTR vs ES
+1,927.7%
-446.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | +14.8% | +1.7% | +13.1% | +13.8% |
| 6M | +5.3% | -3.5% | +8.9% | +6.9% |
| YTD | +18.1% | +7.9% | +10.2% | +13.1% |
| 1Y | +36.7% | +17.2% | +19.6% | +24.5% |
| 3Y | +130.1% | +29.3% | +100.8% | +95.1% |
| 5Y | +89.5% | -5.7% | +95.2% | +87.2% |
| 10Y | +87.4% | +85.2% | +2.2% | +34.4% |
| All | +1,481.1% | +1,927.7% | -446.6% | +568.0% |
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