+1,093.3%
XLI vs VTR
+2,726.1%
-1,632.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -0.6% | -2.9% | +2.3% | +0.1% |
| 30D | -6.9% | -2.8% | -4.1% | -6.4% |
| 3M | -1.9% | +9.0% | -10.9% | -4.2% |
| 6M | +1.0% | +5.0% | -3.9% | -0.6% |
| YTD | +11.3% | +16.9% | -5.6% | +6.8% |
| 1Y | +15.8% | +34.3% | -18.5% | +7.3% |
| 3Y | +69.8% | +131.6% | -61.8% | +37.1% |
| 5Y | +80.9% | +88.0% | -7.1% | +51.8% |
| 10Y | +257.2% | +97.8% | +159.4% | +174.7% |
| All | +1,093.3% | +2,726.1% | -1,632.9% | +542.8% |
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