+81.8%
XLI vs VTR
+87.5%
-5.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | -7.3% | +1.1% | -8.4% | -7.6% |
| 3M | -1.3% | +7.9% | -9.2% | -3.9% |
| 6M | +2.2% | +6.2% | -3.9% | -0.1% |
| YTD | +11.7% | +17.7% | -6.0% | +5.8% |
| 1Y | +14.3% | +32.9% | -18.6% | +4.1% |
| 3Y | +70.3% | +129.7% | -59.3% | +27.8% |
| All | +81.8% | +87.5% | -5.7% | +40.1% |
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