+20.7%
XYZ vs VTR
+22.5%
-1.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.5% | +12.8% | +15.6% |
| 7D | +16.5% | +10.0% | +6.5% | +18.7% |
| 30D | +15.0% | +9.6% | +5.3% | +17.2% |
| 3M | +3.5% | -1.2% | +4.8% | +2.8% |
| 6M | +21.9% | +2.8% | +19.1% | +24.1% |
| YTD | +34.6% | +17.4% | +17.2% | +49.6% |
| 1Y | +20.7% | +22.0% | -1.3% | +39.0% |
| All | +20.7% | +22.5% | -1.7% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling