+45.6%
XEL vs VTR
+132.9%
-87.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -3.9% | +1.1% | -5.0% | -4.3% |
| 3M | -2.8% | +7.9% | -10.7% | -5.9% |
| 6M | -5.4% | +6.2% | -11.6% | -7.9% |
| YTD | +3.8% | +17.7% | -14.0% | -2.8% |
| 1Y | +6.8% | +32.9% | -26.1% | -4.3% |
| 3Y | +45.6% | +129.7% | -84.1% | +8.6% |
| All | +45.6% | +132.9% | -87.3% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling