-44.2%
SE vs VTR
+35.8%
-80.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.6% |
| 7D | -4.8% | -1.8% | -3.0% | -5.3% |
| 30D | -18.1% | +4.0% | -22.1% | -17.1% |
| 3M | +30.6% | +7.8% | +22.8% | +31.7% |
| 6M | +20.8% | +6.4% | +14.4% | +22.3% |
| YTD | -15.6% | +18.3% | -33.9% | -13.1% |
| 1Y | -44.2% | +33.9% | -78.2% | -39.6% |
| All | -44.2% | +35.8% | -80.0% | -39.6% |
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 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