+7.2%
XLP vs VTR
+36.7%
-29.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.4% | -2.4% | +0.9% | -0.9% |
| 30D | -1.3% | -3.7% | +2.4% | -0.5% |
| 3M | +1.8% | +13.5% | -11.7% | -1.0% |
| 6M | -0.8% | +7.2% | -8.0% | -2.7% |
| YTD | +9.5% | +17.6% | -8.0% | +6.5% |
| 1Y | +7.2% | +35.4% | -28.2% | +3.0% |
| All | +7.2% | +36.7% | -29.5% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling