+551.6%
VTR vs ET
+1,451.4%
-899.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.8% | +1.4% | -3.2% | -2.2% |
| 30D | +4.0% | +4.6% | -0.6% | +2.7% |
| 3M | +7.8% | +16.0% | -8.2% | +3.4% |
| 6M | +6.4% | +22.8% | -16.5% | +0.2% |
| YTD | +18.3% | +38.9% | -20.5% | +7.6% |
| 1Y | +33.9% | +34.1% | -0.1% | +22.8% |
| 3Y | +134.3% | +98.8% | +35.5% | +90.2% |
| 5Y | +90.3% | +246.8% | -156.6% | +30.4% |
| 10Y | +100.1% | +174.4% | -74.3% | +32.9% |
| All | +551.6% | +1,451.4% | -899.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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