+634.6%
XYZ vs VTR
+126.9%
+507.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.8% |
| 7D | +12.6% | +3.8% | +8.8% | +11.0% |
| 30D | +10.8% | +10.1% | +0.7% | +6.3% |
| 3M | +8.4% | -1.2% | +9.5% | +8.6% |
| 6M | +14.3% | +4.8% | +9.6% | +10.8% |
| YTD | +31.5% | +18.9% | +12.6% | +19.7% |
| 1Y | +28.1% | +21.8% | +6.3% | +15.2% |
| 3Y | +66.2% | +132.0% | -65.8% | +8.0% |
| 5Y | -62.3% | +94.7% | -157.0% | -73.1% |
| 10Y | +634.6% | +136.8% | +497.8% | +299.6% |
| All | +634.6% | +126.9% | +507.6% | +299.6% |
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 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