+92.9%
VTR vs ESI
+36.5%
+56.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +0.2% | +5.5% | -5.3% | -0.6% |
| 30D | +5.5% | -7.8% | +13.2% | +6.4% |
| 3M | -0.9% | -15.0% | +14.1% | +1.1% |
| 6M | -0.4% | -24.9% | +24.5% | +3.0% |
| YTD | +17.0% | +33.2% | -16.2% | +4.8% |
| 1Y | +18.0% | +24.9% | -7.0% | +7.1% |
| 3Y | +127.4% | +77.8% | +49.6% | +74.5% |
| All | +92.9% | +36.5% | +56.4% | +61.9% |
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