+248.8%
XLF vs VTR
+99.2%
+149.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -1.2% | +1.1% | -2.3% | -1.5% |
| 3M | +9.2% | +7.9% | +1.3% | +6.2% |
| 6M | +16.3% | +6.2% | +10.2% | +13.4% |
| YTD | +5.4% | +17.7% | -12.3% | -0.7% |
| 1Y | +7.6% | +32.9% | -25.3% | -2.7% |
| 3Y | +74.2% | +129.7% | -55.5% | +30.1% |
| 5Y | +66.1% | +89.3% | -23.2% | +30.1% |
| All | +248.8% | +99.2% | +149.7% | +125.2% |
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 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