+314.1%
VOO vs XLB
+162.9%
+151.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.3% |
| 7D | -2.0% | -3.5% | +1.6% | +0.6% |
| 30D | -1.7% | -4.7% | +3.0% | +1.7% |
| 3M | +4.7% | +2.7% | +2.0% | +2.3% |
| 6M | +12.6% | +2.6% | +10.0% | +9.8% |
| YTD | +11.8% | +12.8% | -1.1% | +1.2% |
| 1Y | +17.5% | +14.0% | +3.6% | +5.5% |
| 3Y | +77.0% | +31.5% | +45.5% | +41.5% |
| 5Y | +82.6% | +33.4% | +49.2% | +43.3% |
| All | +314.1% | +162.9% | +151.2% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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