+123.4%
EXPE vs VTR
+131.9%
-8.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.6% |
| 7D | -4.2% | +0.7% | -4.9% | -4.3% |
| 30D | -4.5% | +6.9% | -11.4% | -5.5% |
| 3M | -19.7% | +1.3% | -21.0% | -20.0% |
| 6M | +18.3% | +2.5% | +15.8% | +17.5% |
| YTD | -7.3% | +18.0% | -25.3% | -10.3% |
| 1Y | -3.9% | +19.5% | -23.3% | -7.4% |
| All | +123.4% | +131.9% | -8.5% | +85.3% |
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 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