+179.2%
XLE vs VTR
+130.3%
+48.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +5.4% | +0.2% | +5.2% | +5.3% |
| 30D | -3.9% | +5.5% | -9.4% | -6.0% |
| 3M | +7.0% | -0.9% | +7.9% | +7.1% |
| 6M | +14.2% | -0.4% | +14.6% | +13.3% |
| YTD | +48.2% | +17.0% | +31.1% | +38.0% |
| 1Y | +47.7% | +18.0% | +29.7% | +37.0% |
| 3Y | +70.0% | +127.4% | -57.4% | +20.1% |
| 5Y | +169.1% | +92.3% | +76.9% | +98.5% |
| All | +179.2% | +130.3% | +48.8% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling