+96.3%
VTR vs ETR
+296.9%
-200.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -0.3% | -1.8% | +1.5% | +0.9% |
| 30D | +1.1% | -1.8% | +2.9% | +2.2% |
| 3M | +7.9% | -3.6% | +11.5% | +10.3% |
| 6M | +6.2% | +2.6% | +3.5% | +3.3% |
| YTD | +17.7% | +16.0% | +1.7% | +4.7% |
| 1Y | +32.9% | +20.1% | +12.8% | +14.9% |
| 3Y | +129.7% | +143.6% | -13.9% | +10.4% |
| 5Y | +89.3% | +124.4% | -35.0% | -5.3% |
| All | +96.3% | +296.9% | -200.5% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling