+133.2%
XRT vs VTR
+130.3%
+2.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | +7.5% | +5.5% | +2.0% | +5.8% |
| 3M | +2.2% | -0.9% | +3.1% | +2.4% |
| 6M | +14.7% | -0.4% | +15.1% | +14.2% |
| YTD | +7.5% | +17.0% | -9.5% | +1.5% |
| 1Y | +14.1% | +18.0% | -3.8% | +7.4% |
| 3Y | +58.8% | +127.4% | -68.6% | +19.4% |
| 5Y | -3.9% | +92.3% | -96.2% | -24.7% |
| All | +133.2% | +130.3% | +2.9% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling