+2,826.7%
VRT vs XLB
+108.2%
+2,718.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +4.6% |
| 7D | +13.6% | -0.2% | +13.9% | +13.8% |
| 30D | +6.8% | -1.7% | +8.5% | +8.3% |
| 3M | -3.2% | +4.4% | -7.6% | -8.0% |
| 6M | +20.3% | +5.0% | +15.3% | +14.5% |
| YTD | +79.6% | +15.5% | +64.1% | +56.2% |
| 1Y | +139.0% | +14.9% | +124.1% | +108.2% |
| 3Y | +644.6% | +34.5% | +610.1% | +465.7% |
| 5Y | +1,024.4% | +36.5% | +987.8% | +773.5% |
| All | +2,826.7% | +108.2% | +2,718.5% | +1,395.7% |
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