+33.4%
XLB vs VTR
+90.0%
-56.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | -3.5% | -1.8% | -1.7% | -3.0% |
| 30D | -4.7% | +4.0% | -8.7% | -5.8% |
| 3M | +2.7% | +7.8% | -5.1% | 0.0% |
| 6M | +2.6% | +6.4% | -3.8% | +0.1% |
| YTD | +12.8% | +18.3% | -5.5% | +6.3% |
| 1Y | +14.0% | +33.9% | -20.0% | +2.7% |
| 3Y | +31.5% | +134.3% | -102.8% | -4.4% |
| 5Y | +33.4% | +90.3% | -56.8% | +0.8% |
| All | +33.4% | +90.0% | -56.6% | +0.8% |
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