+90.3%
VTR vs ESI
+66.0%
+24.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +1.9% |
| 7D | -1.8% | -2.3% | +0.5% | -1.5% |
| 30D | +4.0% | -9.0% | +13.0% | +5.5% |
| 3M | +7.8% | -13.3% | +21.1% | +9.2% |
| 6M | +6.4% | +5.3% | +1.1% | +2.5% |
| YTD | +18.3% | +37.6% | -19.3% | +6.6% |
| 1Y | +33.9% | +33.6% | +0.3% | +20.8% |
| 3Y | +134.3% | +75.8% | +58.5% | +86.0% |
| 5Y | +90.3% | +68.6% | +21.7% | +52.0% |
| All | +90.3% | +66.0% | +24.3% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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