+855.0%
EXPE vs VTR
+541.8%
+313.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.8% |
| 7D | -9.5% | -1.7% | -7.9% | -8.8% |
| 30D | -6.6% | -2.4% | -4.2% | -5.7% |
| 3M | +31.4% | +14.8% | +16.6% | +22.6% |
| 6M | +35.2% | +5.3% | +29.8% | +30.4% |
| YTD | +5.8% | +18.1% | -12.3% | -3.6% |
| 1Y | +38.7% | +36.7% | +2.0% | +17.4% |
| 3Y | +175.8% | +130.1% | +45.7% | +78.0% |
| 5Y | +111.8% | +89.5% | +22.3% | +47.9% |
| 10Y | +179.7% | +87.4% | +92.3% | +75.8% |
| All | +855.0% | +541.8% | +313.2% | +226.6% |
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