+736.5%
EXPE vs VTR
+541.3%
+195.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.9% |
| 7D | -4.2% | +0.7% | -4.9% | -4.5% |
| 30D | -4.5% | +6.9% | -11.4% | -7.3% |
| 3M | -19.7% | +1.3% | -21.0% | -20.1% |
| 6M | +18.3% | +2.5% | +15.8% | +16.3% |
| YTD | -7.3% | +18.0% | -25.3% | -15.5% |
| 1Y | -3.9% | +19.5% | -23.3% | -13.1% |
| 3Y | +123.0% | +130.2% | -7.2% | +44.4% |
| 5Y | +47.9% | +93.8% | -45.9% | +2.5% |
| 10Y | +126.5% | +131.5% | -5.0% | +30.4% |
| All | +736.5% | +541.3% | +195.2% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling