+156.4%
EXPE vs VTR
+100.2%
+56.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.0% |
| 7D | -8.7% | -1.8% | -6.8% | -7.8% |
| 30D | -13.6% | +4.0% | -17.6% | -15.3% |
| 3M | +26.6% | +7.8% | +18.8% | +21.5% |
| 6M | +19.9% | +6.4% | +13.6% | +15.0% |
| YTD | -1.7% | +18.3% | -20.0% | -11.3% |
| 1Y | +29.4% | +33.9% | -4.5% | +9.1% |
| 3Y | +155.7% | +134.3% | +21.3% | +55.9% |
| 5Y | +93.1% | +90.3% | +2.8% | +29.1% |
| All | +156.4% | +100.2% | +56.2% | +31.3% |
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