+45.7%
EXC vs VTR
+88.4%
-42.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | +0.3% | -2.9% | +3.2% | +1.4% |
| 30D | -0.9% | -2.8% | +1.9% | 0.0% |
| 3M | -2.7% | +9.0% | -11.7% | -5.7% |
| 6M | -9.4% | +5.0% | -14.3% | -11.2% |
| YTD | +3.0% | +16.9% | -13.9% | -2.7% |
| 1Y | +5.1% | +34.3% | -29.2% | -5.5% |
| 3Y | +20.6% | +131.6% | -111.0% | -10.8% |
| 5Y | +45.7% | +88.0% | -42.3% | +12.9% |
| All | +45.7% | +88.4% | -42.7% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling