+38.5%
XLC vs VTR
+87.8%
-49.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.4% | -2.9% | +1.5% | -0.6% |
| 30D | -0.9% | -2.8% | +1.9% | -0.2% |
| 3M | -0.3% | +9.0% | -9.3% | -3.0% |
| 6M | -5.2% | +5.0% | -10.1% | -6.9% |
| YTD | -5.3% | +16.9% | -22.2% | -10.1% |
| 1Y | -2.8% | +34.3% | -37.1% | -11.7% |
| 3Y | +71.2% | +131.6% | -60.4% | +27.1% |
| All | +38.5% | +87.8% | -49.3% | +6.2% |
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 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