+5.2%
XYZ vs VTR
+34.7%
-29.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -1.0% |
| 7D | -3.7% | -2.9% | -0.8% | -4.6% |
| 30D | +0.5% | -2.8% | +3.3% | -0.4% |
| 3M | +16.3% | +9.0% | +7.3% | +22.2% |
| 6M | +21.1% | +5.0% | +16.2% | +25.4% |
| YTD | +22.0% | +16.9% | +5.1% | +35.1% |
| 1Y | +5.2% | +34.3% | -29.1% | +27.8% |
| All | +5.2% | +34.7% | -29.6% | +27.8% |
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