+363.5%
SE vs VTR
+103.8%
+259.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | -20.9% | +5.5% | -26.4% | -22.1% |
| 3M | -38.9% | -0.9% | -38.0% | -38.8% |
| 6M | -19.4% | -0.4% | -19.0% | -20.1% |
| YTD | -40.9% | +17.0% | -58.0% | -44.0% |
| 1Y | -46.2% | +18.0% | -64.1% | -49.1% |
| 3Y | +63.7% | +127.4% | -63.6% | +27.0% |
| 5Y | -77.9% | +92.3% | -170.2% | -82.1% |
| All | +363.5% | +103.8% | +259.7% | +280.5% |
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