+508.9%
XLP vs VTR
+2,754.3%
-2,245.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | -1.0% | -1.7% | +0.7% | -0.8% |
| 30D | -0.9% | -2.4% | +1.6% | -0.6% |
| 3M | +3.8% | +14.8% | -11.0% | +1.8% |
| 6M | -1.7% | +5.3% | -7.1% | -2.5% |
| YTD | +10.3% | +18.1% | -7.8% | +7.7% |
| 1Y | +7.8% | +36.7% | -28.9% | +3.2% |
| 3Y | +27.2% | +130.1% | -102.9% | +13.2% |
| 5Y | +32.5% | +89.5% | -57.0% | +20.0% |
| 10Y | +101.8% | +87.4% | +14.4% | +74.8% |
| All | +508.9% | +2,754.3% | -2,245.3% | +330.9% |
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