+310.0%
VOO vs XLP
+130.4%
+179.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.7% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -3.3% | +8.9% | -12.3% | -9.8% |
| 3M | -2.4% | +7.5% | -9.9% | -8.2% |
| 6M | +2.6% | +9.4% | -6.8% | -5.5% |
| YTD | +11.3% | +19.3% | -8.0% | -5.3% |
| 1Y | +13.4% | +21.7% | -8.3% | -5.2% |
| 3Y | +80.3% | +44.0% | +36.3% | +27.2% |
| 5Y | +72.7% | +42.8% | +29.9% | +22.4% |
| 10Y | +310.0% | +128.8% | +181.2% | +104.8% |
| All | +310.0% | +130.4% | +179.7% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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