+1,677.8%
EXC vs VTR
+1,499.7%
+178.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.6% |
| 7D | +0.3% | -1.7% | +2.0% | +0.6% |
| 30D | -3.7% | -2.4% | -1.3% | -3.3% |
| 3M | -1.3% | +14.8% | -16.1% | -4.2% |
| 6M | -9.7% | +5.3% | -15.0% | -10.8% |
| YTD | +2.9% | +18.1% | -15.2% | -0.9% |
| 1Y | +4.4% | +36.7% | -32.3% | -2.6% |
| 3Y | +22.2% | +130.1% | -107.9% | +1.7% |
| 5Y | +46.7% | +89.5% | -42.8% | +25.9% |
| 10Y | +155.3% | +87.4% | +68.0% | +107.1% |
| All | +1,677.8% | +1,499.7% | +178.1% | +1,032.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling