+788.1%
VOO vs XLP
+408.0%
+380.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.4% |
| 7D | -2.7% | +0.7% | -3.4% | -3.4% |
| 30D | -5.4% | +10.3% | -15.6% | -13.3% |
| 3M | -4.1% | +6.5% | -10.6% | -9.7% |
| 6M | +0.7% | +8.4% | -7.6% | -7.3% |
| YTD | +8.7% | +18.2% | -9.5% | -8.0% |
| 1Y | +11.0% | +22.4% | -11.5% | -9.2% |
| 3Y | +75.5% | +41.9% | +33.6% | +22.6% |
| 5Y | +68.4% | +40.9% | +27.5% | +17.9% |
| 10Y | +315.7% | +128.4% | +187.3% | +80.0% |
| All | +788.1% | +408.0% | +380.1% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling