+108.5%
VTR vs ESI
+224.6%
-116.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.6% |
| 7D | -1.7% | +3.3% | -5.0% | -2.3% |
| 30D | -2.4% | -5.9% | +3.4% | -1.4% |
| 3M | +14.8% | -14.1% | +28.9% | +17.0% |
| 6M | +5.3% | +6.6% | -1.2% | +1.9% |
| YTD | +18.1% | +45.0% | -26.9% | +6.5% |
| 1Y | +36.7% | +41.5% | -4.7% | +23.3% |
| 3Y | +130.1% | +78.8% | +51.3% | +92.5% |
| 5Y | +89.5% | +70.9% | +18.6% | +57.8% |
| 10Y | +87.4% | +317.1% | -229.7% | +27.7% |
| All | +108.5% | +224.6% | -116.1% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling