+411.2%
XLF vs VTR
+2,759.6%
-2,348.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | -2.9% | -1.8% | -1.1% | -2.3% |
| 30D | -1.6% | +4.0% | -5.6% | -3.0% |
| 3M | +9.3% | +7.8% | +1.4% | +6.0% |
| 6M | +14.6% | +6.4% | +8.2% | +11.3% |
| YTD | +4.7% | +18.3% | -13.6% | -2.2% |
| 1Y | +8.6% | +33.9% | -25.3% | -3.2% |
| 3Y | +73.9% | +134.3% | -60.5% | +24.7% |
| 5Y | +65.0% | +90.3% | -25.2% | +25.3% |
| 10Y | +250.4% | +100.1% | +150.3% | +131.8% |
| All | +411.2% | +2,759.6% | -2,348.4% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling