+33.6%
XLY vs VTR
+132.9%
-99.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -4.2% | +1.1% | -5.3% | -4.4% |
| 3M | -2.7% | +7.9% | -10.6% | -4.3% |
| 6M | -0.6% | +6.2% | -6.8% | -2.0% |
| YTD | -5.0% | +17.7% | -22.8% | -8.4% |
| 1Y | -4.1% | +32.9% | -37.0% | -10.3% |
| 3Y | +33.6% | +129.7% | -96.1% | +2.7% |
| All | +33.6% | +132.9% | -99.3% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling