-53.1%
TE vs VTR
+102.8%
-155.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | -5.9% | +1.1% | -7.0% | -6.1% |
| 3M | -45.6% | +7.9% | -53.5% | -46.7% |
| 6M | -43.4% | +6.2% | -49.5% | -44.6% |
| YTD | -31.0% | +17.7% | -48.7% | -33.8% |
| 1Y | +145.2% | +32.9% | +112.3% | +129.4% |
| 3Y | -24.1% | +129.7% | -153.7% | -36.0% |
| 5Y | -48.1% | +89.3% | -137.5% | -55.6% |
| All | -53.1% | +102.8% | -155.9% | -60.4% |
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