+122.8%
VTR vs ALLE
+327.3%
-204.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +4.7% | -0.6% | +5.2% | +4.9% |
| 30D | +10.9% | +25.3% | -14.5% | +0.1% |
| 3M | -3.2% | +10.3% | -13.5% | -7.8% |
| 6M | +3.7% | +38.0% | -34.4% | -11.3% |
| YTD | +16.8% | +17.8% | -1.0% | +6.2% |
| 1Y | +21.3% | +13.6% | +7.7% | +12.0% |
| 3Y | +119.0% | +89.2% | +29.8% | +52.8% |
| 5Y | +94.0% | +51.1% | +42.9% | +48.2% |
| 10Y | +112.3% | +228.1% | -115.9% | +30.7% |
| All | +122.8% | +327.3% | -204.5% | +29.7% |
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 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