+119.0%
VTR vs EXPD
+68.8%
+50.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | 0.0% |
| 7D | +4.7% | -7.2% | +11.8% | +5.7% |
| 30D | +10.9% | -3.3% | +14.2% | +11.3% |
| 3M | -3.2% | +3.4% | -6.6% | -3.9% |
| 6M | +3.7% | +22.7% | -19.0% | +0.5% |
| YTD | +16.8% | +24.5% | -7.7% | +12.3% |
| 1Y | +21.3% | +38.6% | -17.3% | +13.9% |
| 3Y | +119.0% | +71.5% | +47.5% | +82.4% |
| All | +119.0% | +68.8% | +50.2% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling