+1,455.3%
XLK vs VTR
+2,759.6%
-1,304.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | -0.4% | -1.8% | +1.4% | 0.0% |
| 30D | -0.5% | +4.0% | -4.5% | -1.3% |
| 3M | +5.0% | +7.8% | -2.9% | +2.8% |
| 6M | +32.9% | +6.4% | +26.5% | +30.1% |
| YTD | +29.0% | +18.3% | +10.6% | +23.3% |
| 1Y | +37.8% | +33.9% | +3.9% | +28.0% |
| 3Y | +118.7% | +134.3% | -15.6% | +77.4% |
| 5Y | +145.6% | +90.3% | +55.3% | +106.7% |
| 10Y | +791.5% | +100.1% | +691.4% | +585.0% |
| All | +1,455.3% | +2,759.6% | -1,304.4% | +671.3% |
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