+631.5%
XLU vs VTR
+2,745.4%
-2,114.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -3.3% | +1.1% | -4.4% | -3.5% |
| 3M | -3.2% | +7.9% | -11.1% | -4.7% |
| 6M | -7.0% | +6.2% | -13.1% | -8.2% |
| YTD | +0.6% | +17.7% | -17.1% | -2.6% |
| 1Y | +2.4% | +32.9% | -30.5% | -3.2% |
| 3Y | +46.3% | +129.7% | -83.4% | +24.3% |
| 5Y | +44.0% | +89.3% | -45.3% | +25.7% |
| 10Y | +140.1% | +99.1% | +40.9% | +96.8% |
| All | +631.5% | +2,745.4% | -2,114.0% | +350.4% |
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 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