+21.3%
EXC vs VTR
+131.6%
-110.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | +1.2% | -2.4% | +3.6% | +2.1% |
| 30D | -2.7% | -3.7% | +1.0% | -1.5% |
| 3M | -1.0% | +13.5% | -14.5% | -5.4% |
| 6M | -9.3% | +7.2% | -16.5% | -11.7% |
| YTD | +3.6% | +17.6% | -13.9% | -2.3% |
| 1Y | +5.9% | +35.4% | -29.5% | -4.9% |
| 3Y | +21.3% | +132.8% | -111.6% | -9.7% |
| All | +21.3% | +131.6% | -110.4% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling