+139.5%
XLP vs VTR
+130.3%
+9.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +7.3% | +5.5% | +1.8% | +6.3% |
| 3M | +8.1% | -0.9% | +9.0% | +8.2% |
| 6M | +10.5% | -0.4% | +10.9% | +10.3% |
| YTD | +21.2% | +17.0% | +4.1% | +17.5% |
| 1Y | +22.7% | +18.0% | +4.8% | +18.8% |
| 3Y | +44.8% | +127.4% | -82.6% | +24.3% |
| 5Y | +44.7% | +92.3% | -47.5% | +26.4% |
| All | +139.5% | +130.3% | +9.2% | +101.2% |
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