+553.4%
SE vs VTR
+105.0%
+448.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -17.1% | +1.1% | -18.2% | -17.3% |
| 3M | +24.0% | +7.9% | +16.1% | +20.8% |
| 6M | +21.0% | +6.2% | +14.8% | +18.1% |
| YTD | -16.7% | +17.7% | -34.4% | -21.1% |
| 1Y | -45.9% | +32.9% | -78.8% | -50.6% |
| 3Y | +177.8% | +129.7% | +48.1% | +115.0% |
| 5Y | -67.4% | +89.3% | -156.7% | -73.4% |
| All | +553.4% | +105.0% | +448.4% | +436.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling