+17.6%
VOO vs XLB
+14.5%
+3.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -0.8% | -2.8% | +2.1% | +0.3% |
| 30D | -1.1% | -3.1% | +2.0% | +0.1% |
| 3M | +3.9% | -0.2% | +4.0% | +3.7% |
| 6M | +13.6% | +3.1% | +10.6% | +11.8% |
| YTD | +12.7% | +13.3% | -0.6% | +6.2% |
| 1Y | +17.6% | +12.0% | +5.5% | +10.3% |
| All | +17.6% | +14.5% | +3.1% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling