+124.7%
VTR vs ALLE
+339.1%
-214.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | -0.4% |
| 7D | +3.2% | -0.6% | +3.8% | +3.4% |
| 30D | +9.1% | +26.6% | -17.5% | -2.0% |
| 3M | -3.6% | +13.2% | -16.7% | -9.2% |
| 6M | +3.8% | +42.9% | -39.1% | -12.6% |
| YTD | +17.8% | +21.0% | -3.3% | +5.8% |
| 1Y | +20.5% | +15.2% | +5.4% | +10.7% |
| 3Y | +132.4% | +95.6% | +36.8% | +59.7% |
| 5Y | +99.9% | +53.4% | +46.5% | +51.8% |
| 10Y | +124.3% | +221.5% | -97.2% | +38.0% |
| All | +124.7% | +339.1% | -214.4% | +29.2% |
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 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