+73.1%
VOO vs XLP
+44.5%
+28.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.1% |
| 7D | +2.6% | +2.5% | +0.1% | +1.2% |
| 30D | -2.0% | +7.3% | -9.3% | -5.8% |
| 3M | -2.8% | +8.1% | -10.9% | -7.1% |
| 6M | +2.2% | +10.5% | -8.3% | -4.0% |
| YTD | +11.5% | +21.2% | -9.7% | -2.2% |
| 1Y | +13.5% | +22.7% | -9.2% | -1.4% |
| 3Y | +78.1% | +44.8% | +33.3% | +32.2% |
| All | +73.1% | +44.5% | +28.6% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling