+88.7%
VTR vs ALLE
+17.0%
+71.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | -2.4% | +2.8% | -5.2% | -3.3% |
| 30D | -3.7% | -7.6% | +3.9% | -1.4% |
| 3M | +13.5% | +22.8% | -9.2% | +5.5% |
| 6M | +7.2% | +4.6% | +2.6% | +4.8% |
| YTD | +17.6% | -1.2% | +18.8% | +16.6% |
| 1Y | +35.4% | -9.1% | +44.5% | +38.2% |
| 3Y | +132.8% | +50.0% | +82.9% | +88.2% |
| 5Y | +88.7% | +15.2% | +73.4% | +61.7% |
| All | +88.7% | +17.0% | +71.7% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling