+2,010.2%
VRT vs XLB
+110.8%
+1,899.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.8% |
| 7D | +18.6% | 0.0% | +18.6% | +18.7% |
| 30D | -11.7% | +5.3% | -16.9% | -16.3% |
| 3M | -27.3% | 0.0% | -27.3% | -27.6% |
| 6M | -42.9% | +1.2% | -44.1% | -44.1% |
| YTD | +29.5% | +16.9% | +12.6% | +11.1% |
| 1Y | +21.0% | +20.9% | +0.2% | +0.4% |
| 3Y | +403.1% | +43.3% | +359.8% | +258.7% |
| 5Y | +688.8% | +28.3% | +660.5% | +535.5% |
| All | +2,010.2% | +110.8% | +1,899.4% | +963.5% |
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