+122.8%
VTR vs ALLE
+208.6%
-85.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.6% |
| 7D | +0.7% | +1.6% | -0.9% | -0.1% |
| 30D | +6.9% | +24.1% | -17.2% | -4.1% |
| 3M | +1.3% | +14.8% | -13.5% | -5.8% |
| 6M | +2.5% | +45.9% | -43.4% | -16.2% |
| YTD | +18.0% | +20.7% | -2.8% | +4.9% |
| 1Y | +19.5% | +14.2% | +5.3% | +9.1% |
| 3Y | +130.2% | +90.7% | +39.5% | +52.2% |
| 5Y | +93.8% | +50.6% | +43.3% | +43.7% |
| All | +122.8% | +208.6% | -85.8% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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