+97.8%
VTR vs ALLE
+146.0%
-48.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +0.8% |
| 7D | -2.9% | -2.2% | -0.8% | -1.9% |
| 30D | -2.8% | -8.3% | +5.5% | +1.2% |
| 3M | +9.0% | +16.3% | -7.2% | +0.2% |
| 6M | +5.0% | +1.8% | +3.1% | +2.5% |
| YTD | +16.9% | -3.9% | +20.9% | +16.7% |
| 1Y | +34.3% | -10.0% | +44.3% | +38.2% |
| 3Y | +131.6% | +45.8% | +85.7% | +76.4% |
| 5Y | +88.0% | +13.3% | +74.7% | +62.0% |
| 10Y | +97.8% | +155.3% | -57.5% | +34.2% |
| All | +97.8% | +146.0% | -48.2% | +34.2% |
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