+87.6%
VTR vs EXPD
+308.0%
-220.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | -3.7% | +4.1% | -7.8% | -5.1% |
| 3M | +13.5% | +13.8% | -0.2% | +8.2% |
| 6M | +7.2% | +27.3% | -20.1% | -2.4% |
| YTD | +17.6% | +25.4% | -7.9% | +6.5% |
| 1Y | +35.4% | +54.4% | -19.0% | +12.3% |
| 3Y | +132.8% | +67.9% | +65.0% | +81.9% |
| 5Y | +88.7% | +59.2% | +29.5% | +47.0% |
| 10Y | +87.6% | +308.6% | -220.9% | -2.2% |
| All | +87.6% | +308.0% | -220.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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