+42.0%
XLP vs VTR
+95.0%
-53.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +0.7% | +4.7% | -3.9% | -0.3% |
| 30D | +10.3% | +10.9% | -0.6% | +7.7% |
| 3M | +6.5% | -3.2% | +9.8% | +7.2% |
| 6M | +8.4% | +3.7% | +4.7% | +7.2% |
| YTD | +18.2% | +16.8% | +1.4% | +13.8% |
| 1Y | +22.4% | +21.3% | +1.1% | +16.8% |
| 3Y | +41.9% | +119.0% | -77.1% | +18.7% |
| All | +42.0% | +95.0% | -53.1% | +20.4% |
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