-66.3%
SE vs VTR
+88.4%
-154.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -3.9% |
| 7D | -3.6% | -2.9% | -0.7% | -2.5% |
| 30D | -5.3% | -2.8% | -2.5% | -4.6% |
| 3M | +28.1% | +9.0% | +19.1% | +21.5% |
| 6M | +20.7% | +5.0% | +15.7% | +16.1% |
| YTD | -14.8% | +16.9% | -31.7% | -22.6% |
| 1Y | -43.6% | +34.3% | -77.9% | -52.6% |
| 3Y | +184.2% | +131.6% | +52.6% | +64.5% |
| 5Y | -66.3% | +88.0% | -154.3% | -77.9% |
| All | -66.3% | +88.4% | -154.7% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling