-25.8%
TE vs VTR
+22.5%
-48.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -1.1% |
| 7D | +3.8% | +10.0% | -6.2% | +14.0% |
| 30D | -26.2% | +9.6% | -35.9% | -18.9% |
| 3M | -49.7% | -1.2% | -48.5% | -49.6% |
| 6M | -46.5% | +2.8% | -49.3% | -40.8% |
| YTD | -59.1% | +17.4% | -76.5% | -55.2% |
| 1Y | -25.8% | +22.0% | -47.8% | +0.6% |
| All | -25.8% | +22.5% | -48.3% | +0.6% |
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