+227.7%
XLE vs VTR
+88.4%
+139.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | +0.3% | -2.9% | +3.2% | +0.9% |
| 30D | +8.5% | -2.8% | +11.3% | +9.1% |
| 3M | +14.6% | +9.0% | +5.6% | +12.2% |
| 6M | +17.6% | +5.0% | +12.6% | +15.8% |
| YTD | +48.1% | +16.9% | +31.2% | +42.0% |
| 1Y | +53.8% | +34.3% | +19.5% | +42.1% |
| 3Y | +56.2% | +131.6% | -75.4% | +23.1% |
| 5Y | +227.7% | +88.0% | +139.7% | +176.0% |
| All | +227.7% | +88.4% | +139.3% | +176.0% |
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