+169.7%
EXE vs VTR
+122.2%
+47.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -0.9% | +1.1% | -2.0% | -1.2% |
| 3M | +9.6% | +7.9% | +1.7% | +6.7% |
| 6M | -11.6% | +6.2% | -17.8% | -13.7% |
| YTD | -12.6% | +17.7% | -30.3% | -17.5% |
| 1Y | +1.2% | +32.9% | -31.7% | -8.3% |
| 3Y | +18.0% | +129.7% | -111.7% | -12.9% |
| 5Y | +101.1% | +89.3% | +11.8% | +56.3% |
| All | +169.7% | +122.2% | +47.6% | +115.7% |
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 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