+124.3%
VTR vs EXPD
+334.2%
-209.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.1% |
| 7D | +3.2% | -5.5% | +8.7% | +5.1% |
| 30D | +9.1% | -1.9% | +11.0% | +9.6% |
| 3M | -3.6% | +6.1% | -9.7% | -5.9% |
| 6M | +3.8% | +21.6% | -17.8% | -3.7% |
| YTD | +17.8% | +27.9% | -10.1% | +5.8% |
| 1Y | +20.5% | +39.4% | -18.9% | +4.4% |
| 3Y | +132.4% | +72.7% | +59.8% | +79.5% |
| 5Y | +99.9% | +60.3% | +39.6% | +56.2% |
| 10Y | +124.3% | +332.6% | -208.3% | +20.0% |
| All | +124.3% | +334.2% | -209.9% | +20.0% |
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