+1,474.1%
VTR vs ETR
+2,812.3%
-1,338.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.0% |
| 7D | -2.4% | +1.4% | -3.8% | -3.1% |
| 30D | -3.7% | +1.9% | -5.6% | -4.7% |
| 3M | +13.5% | +1.0% | +12.5% | +12.8% |
| 6M | +7.2% | +4.8% | +2.3% | +4.3% |
| YTD | +17.6% | +19.5% | -2.0% | +7.0% |
| 1Y | +35.4% | +28.1% | +7.3% | +18.9% |
| 3Y | +132.8% | +151.1% | -18.3% | +43.0% |
| 5Y | +88.7% | +125.2% | -36.5% | +21.5% |
| 10Y | +87.6% | +291.1% | -203.5% | -0.8% |
| All | +1,474.1% | +2,812.3% | -1,338.2% | +525.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling