+552.8%
XLP vs VTR
+2,723.1%
-2,170.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +0.7% | +4.7% | -3.9% | +0.1% |
| 30D | +10.3% | +10.9% | -0.6% | +8.7% |
| 3M | +6.5% | -3.2% | +9.8% | +6.9% |
| 6M | +8.4% | +3.7% | +4.7% | +7.7% |
| YTD | +18.2% | +16.8% | +1.4% | +15.6% |
| 1Y | +22.4% | +21.3% | +1.1% | +19.1% |
| 3Y | +41.9% | +119.0% | -77.1% | +27.2% |
| 5Y | +40.9% | +94.0% | -53.1% | +27.3% |
| 10Y | +128.4% | +112.3% | +16.1% | +95.1% |
| All | +552.8% | +2,723.1% | -2,170.3% | +362.5% |
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