+47.7%
XYZ vs VTR
+132.6%
-84.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | -1.0% | -1.7% | +0.7% | -0.7% |
| 30D | -1.7% | -2.4% | +0.7% | -1.3% |
| 3M | +16.7% | +14.8% | +2.0% | +13.0% |
| 6M | +26.9% | +5.3% | +21.5% | +25.0% |
| YTD | +27.1% | +18.1% | +9.1% | +20.9% |
| 1Y | +9.3% | +36.7% | -27.5% | -2.2% |
| All | +47.7% | +132.6% | -84.9% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling