+533.2%
XYZ vs VTR
+178.5%
+354.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.1% |
| 7D | -1.0% | -1.7% | +0.7% | -0.3% |
| 30D | -1.7% | -2.4% | +0.7% | -0.8% |
| 3M | +16.7% | +14.8% | +2.0% | +9.3% |
| 6M | +26.9% | +5.3% | +21.5% | +22.6% |
| YTD | +27.1% | +18.1% | +9.1% | +16.6% |
| 1Y | +9.3% | +36.7% | -27.5% | -6.8% |
| 3Y | +42.3% | +130.1% | -87.8% | -5.7% |
| 5Y | -69.3% | +89.5% | -158.8% | -77.7% |
| 10Y | +586.8% | +87.4% | +499.4% | +311.5% |
| All | +533.2% | +178.5% | +354.7% | +259.7% |
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