+64.7%
XLC vs VTR
+130.0%
-65.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +3.7% | +0.2% | +3.5% | +3.7% |
| 30D | -1.9% | +5.5% | -7.4% | -2.7% |
| 3M | -3.1% | -0.9% | -2.2% | -3.0% |
| 6M | -6.4% | -0.4% | -6.0% | -6.4% |
| YTD | -6.8% | +17.0% | -23.9% | -9.4% |
| 1Y | -1.7% | +18.0% | -19.7% | -4.6% |
| 3Y | +64.7% | +127.4% | -62.7% | +37.8% |
| All | +64.7% | +130.0% | -65.3% | +37.8% |
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