+125.3%
VTR vs ALLE
+260.9%
-135.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -1.7% | -0.2% | -1.4% | -1.6% |
| 30D | -2.4% | -6.8% | +4.4% | +0.5% |
| 3M | +14.8% | +21.0% | -6.2% | +4.5% |
| 6M | +5.3% | +1.1% | +4.2% | +3.5% |
| YTD | +18.1% | -0.5% | +18.6% | +16.2% |
| 1Y | +36.7% | -7.3% | +44.0% | +38.5% |
| 3Y | +130.1% | +42.3% | +87.8% | +84.0% |
| 5Y | +89.5% | +13.5% | +76.0% | +66.1% |
| 10Y | +87.4% | +144.0% | -56.7% | +28.2% |
| All | +125.3% | +260.9% | -135.6% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling