+889.2%
XLV vs VTR
+2,745.4%
-1,856.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.6% | -0.3% | -3.2% | -3.5% |
| 30D | -1.8% | +1.1% | -2.9% | -2.0% |
| 3M | +7.8% | +7.9% | -0.1% | +6.5% |
| 6M | +9.1% | +6.2% | +2.9% | +7.9% |
| YTD | +7.7% | +17.7% | -10.0% | +4.8% |
| 1Y | +20.4% | +32.9% | -12.5% | +14.9% |
| 3Y | +30.8% | +129.7% | -98.9% | +14.2% |
| 5Y | +34.6% | +89.3% | -54.7% | +20.0% |
| 10Y | +173.4% | +99.1% | +74.3% | +128.6% |
| All | +889.2% | +2,745.4% | -1,856.2% | +527.6% |
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