+820.5%
XLB vs VTR
+2,754.3%
-1,933.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | -1.4% | -1.7% | +0.3% | -1.0% |
| 30D | -0.4% | -2.4% | +2.1% | +0.1% |
| 3M | +2.0% | +14.8% | -12.8% | -1.6% |
| 6M | +1.8% | +5.3% | -3.5% | +0.1% |
| YTD | +16.6% | +18.1% | -1.5% | +11.5% |
| 1Y | +16.9% | +36.7% | -19.8% | +7.7% |
| 3Y | +32.6% | +130.1% | -97.5% | +6.9% |
| 5Y | +35.6% | +89.5% | -53.9% | +13.4% |
| 10Y | +160.0% | +87.4% | +72.7% | +101.2% |
| All | +820.5% | +2,754.3% | -1,933.7% | +402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling