+1,917.9%
VRT vs XLB
+113.2%
+1,804.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.9% | +7.7% | +7.8% |
| 7D | -10.6% | -1.4% | -9.2% | -9.5% |
| 30D | -17.4% | +7.1% | -24.5% | -23.1% |
| 3M | -26.4% | +0.6% | -27.0% | -27.2% |
| 6M | -41.0% | +3.5% | -44.5% | -43.4% |
| YTD | +23.8% | +18.2% | +5.6% | +5.1% |
| 1Y | +11.6% | +25.6% | -14.0% | -10.8% |
| 3Y | +403.5% | +46.7% | +356.8% | +251.3% |
| 5Y | +647.0% | +30.9% | +616.1% | +491.9% |
| All | +1,917.9% | +113.2% | +1,804.7% | +905.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling