+500.1%
XRT vs VTR
+497.1%
+3.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.0% |
| 7D | -0.3% | -2.4% | +2.1% | +0.6% |
| 30D | -5.6% | -3.7% | -1.9% | -4.4% |
| 3M | +2.5% | +13.5% | -11.0% | -2.6% |
| 6M | +3.7% | +7.2% | -3.5% | +0.2% |
| YTD | +1.0% | +17.6% | -16.6% | -5.8% |
| 1Y | -1.2% | +35.4% | -36.6% | -12.8% |
| 3Y | +43.4% | +132.8% | -89.5% | +1.5% |
| 5Y | -0.7% | +88.7% | -89.4% | -25.0% |
| 10Y | +123.7% | +87.6% | +36.1% | +48.4% |
| All | +500.1% | +497.1% | +3.0% | +101.2% |
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