+247.9%
SOXX vs VTR
+87.5%
+160.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | -3.6% | +1.1% | -4.7% | -3.9% |
| 3M | -10.2% | +7.9% | -18.1% | -13.0% |
| 6M | +54.2% | +6.2% | +48.1% | +49.6% |
| YTD | +75.2% | +17.7% | +57.5% | +63.8% |
| 1Y | +107.5% | +32.9% | +74.6% | +84.9% |
| 3Y | +226.8% | +129.7% | +97.1% | +125.4% |
| All | +247.9% | +87.5% | +160.3% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 5y: compounded portfolio wealth divided by compounded VTR 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…
5y analysis · Full analysis span regression · 6 months rolling