+88.3%
EXPE vs VTR
+88.4%
-0.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -11.5% | -2.9% | -8.6% | -10.5% |
| 30D | -13.1% | -2.8% | -10.3% | -12.2% |
| 3M | +18.1% | +9.0% | +9.1% | +13.8% |
| 6M | +13.3% | +5.0% | +8.3% | +10.2% |
| YTD | -3.2% | +16.9% | -20.2% | -10.6% |
| 1Y | +26.1% | +34.3% | -8.1% | +9.0% |
| 3Y | +151.7% | +131.6% | +20.1% | +60.3% |
| 5Y | +88.3% | +88.0% | +0.3% | +25.1% |
| All | +88.3% | +88.4% | -0.1% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling