+810.9%
VOO vs XLB
+349.3%
+461.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | +2.6% | +0.5% | +2.0% | +2.2% |
| 30D | -2.0% | +5.2% | -7.1% | -5.5% |
| 3M | -2.8% | +0.3% | -3.1% | -3.2% |
| 6M | +2.2% | +1.2% | +1.0% | +0.7% |
| YTD | +11.5% | +16.6% | -5.1% | -1.1% |
| 1Y | +13.5% | +21.4% | -8.0% | -2.3% |
| 3Y | +78.1% | +43.2% | +34.9% | +35.1% |
| 5Y | +73.1% | +28.0% | +45.1% | +41.5% |
| 10Y | +310.7% | +164.8% | +146.0% | +95.1% |
| All | +810.9% | +349.3% | +461.7% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling