+155.8%
EXC vs VTR
+99.2%
+56.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -3.6% | +1.1% | -4.7% | -4.0% |
| 3M | -4.3% | +7.9% | -12.2% | -6.8% |
| 6M | -9.9% | +6.2% | -16.1% | -12.0% |
| YTD | +1.8% | +17.7% | -16.0% | -4.0% |
| 1Y | +2.9% | +32.9% | -30.0% | -7.0% |
| 3Y | +19.1% | +129.7% | -110.6% | -11.2% |
| 5Y | +44.8% | +89.3% | -44.5% | +13.1% |
| All | +155.8% | +99.2% | +56.7% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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