+577.6%
XYZ vs VTR
+177.8%
+399.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.3% |
| 7D | +14.9% | +3.2% | +11.7% | +13.5% |
| 30D | +14.7% | +9.1% | +5.6% | +10.6% |
| 3M | +12.1% | -3.6% | +15.7% | +13.5% |
| 6M | +18.3% | +3.8% | +14.5% | +15.3% |
| YTD | +36.1% | +17.8% | +18.3% | +24.7% |
| 1Y | +35.3% | +20.5% | +14.8% | +22.6% |
| 3Y | +73.5% | +132.4% | -58.9% | +14.2% |
| 5Y | -61.6% | +99.9% | -161.5% | -72.6% |
| 10Y | +638.0% | +124.3% | +513.7% | +330.4% |
| All | +577.6% | +177.8% | +399.8% | +284.8% |
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 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