+69.7%
XLC vs VTR
+134.0%
-64.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -1.7% | -1.8% | +0.2% | -1.4% |
| 30D | +0.2% | +4.0% | -3.8% | -0.4% |
| 3M | +0.7% | +7.8% | -7.1% | -0.7% |
| 6M | -4.5% | +6.4% | -10.8% | -5.6% |
| YTD | -4.7% | +18.3% | -23.1% | -7.6% |
| 1Y | -1.5% | +33.9% | -35.4% | -6.9% |
| All | +69.7% | +134.0% | -64.4% | +41.8% |
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 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