+159.8%
XLB vs VTR
+99.2%
+60.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | -3.1% | +1.1% | -4.2% | -3.4% |
| 3M | -0.2% | +7.9% | -8.1% | -2.5% |
| 6M | +3.1% | +6.2% | -3.1% | +0.9% |
| YTD | +13.3% | +17.7% | -4.5% | +7.6% |
| 1Y | +12.0% | +32.9% | -20.9% | +2.7% |
| 3Y | +31.4% | +129.7% | -98.3% | +2.2% |
| 5Y | +33.9% | +89.3% | -55.4% | +8.4% |
| All | +159.8% | +99.2% | +60.6% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling