+154.8%
EXPE vs VTR
+131.3%
+23.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -11.5% | -2.9% | -8.6% | -11.1% |
| 30D | -13.1% | -2.8% | -10.3% | -12.7% |
| 3M | +18.1% | +9.0% | +9.1% | +16.5% |
| 6M | +13.3% | +5.0% | +8.3% | +12.2% |
| YTD | -3.2% | +16.9% | -20.2% | -6.7% |
| 1Y | +26.1% | +34.3% | -8.1% | +16.9% |
| All | +154.8% | +131.3% | +23.5% | +97.1% |
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