+827.8%
VOO vs XLB
+349.0%
+478.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.1% |
| 7D | +0.1% | -1.4% | +1.5% | +1.1% |
| 30D | +0.1% | -0.4% | +0.4% | +0.2% |
| 3M | +2.0% | +2.0% | 0.0% | +0.2% |
| 6M | +13.0% | +1.8% | +11.2% | +10.9% |
| YTD | +13.6% | +16.6% | -3.0% | +0.9% |
| 1Y | +20.1% | +16.9% | +3.1% | +6.2% |
| 3Y | +77.6% | +32.6% | +45.0% | +42.5% |
| 5Y | +82.4% | +35.6% | +46.8% | +43.2% |
| 10Y | +316.8% | +160.0% | +156.8% | +100.6% |
| All | +827.8% | +349.0% | +478.8% | +200.4% |
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