+54.9%
XLE vs VTR
+131.6%
-76.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | +12.6% | -3.7% | +16.4% | +13.1% |
| 3M | +11.8% | +13.5% | -1.7% | +10.0% |
| 6M | +16.1% | +7.2% | +8.9% | +14.8% |
| YTD | +46.9% | +17.6% | +29.3% | +43.1% |
| 1Y | +53.3% | +35.4% | +17.9% | +45.5% |
| 3Y | +54.9% | +132.8% | -77.9% | +33.2% |
| All | +54.9% | +131.6% | -76.7% | +33.2% |
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 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