+558.7%
XLP vs VTR
+2,746.6%
-2,188.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +0.1% | +3.2% | -3.1% | -0.3% |
| 30D | +8.9% | +9.1% | -0.1% | +7.7% |
| 3M | +7.5% | -3.6% | +11.0% | +7.9% |
| 6M | +9.4% | +3.8% | +5.7% | +8.8% |
| YTD | +19.3% | +17.8% | +1.5% | +16.5% |
| 1Y | +21.7% | +20.5% | +1.2% | +18.5% |
| 3Y | +44.0% | +132.4% | -88.4% | +28.1% |
| 5Y | +42.8% | +99.9% | -57.1% | +28.5% |
| 10Y | +128.8% | +124.3% | +4.5% | +94.2% |
| All | +558.7% | +2,746.6% | -2,188.0% | +366.1% |
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