-40.9%
SE vs VTR
+36.9%
-77.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -1.4% |
| 7D | -6.1% | -1.7% | -4.4% | -6.5% |
| 30D | -2.5% | -2.4% | 0.0% | -2.7% |
| 3M | +21.7% | +14.8% | +6.9% | +23.1% |
| 6M | +27.0% | +5.3% | +21.7% | +28.4% |
| YTD | -12.1% | +18.1% | -30.2% | -9.7% |
| 1Y | -40.9% | +36.7% | -77.6% | -36.0% |
| All | -40.9% | +36.9% | -77.8% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling