-48.8%
SE vs VTR
+22.5%
-71.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +5.0% |
| 7D | +6.7% | +10.0% | -3.4% | +9.3% |
| 30D | -17.2% | +9.6% | -26.8% | -15.1% |
| 3M | -28.0% | -1.2% | -26.8% | -28.3% |
| 6M | -6.1% | +2.8% | -8.9% | -5.2% |
| YTD | -37.1% | +17.4% | -54.5% | -35.4% |
| 1Y | -48.8% | +22.0% | -70.8% | -49.3% |
| All | -48.8% | +22.5% | -71.2% | -49.3% |
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