+6.8%
VRT vs XLB
+24.8%
-17.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.9% | +7.7% | +7.8% |
| 7D | -10.6% | -1.4% | -9.2% | -9.3% |
| 30D | -17.4% | +7.1% | -24.5% | -23.0% |
| 3M | -26.4% | +0.6% | -27.0% | -26.9% |
| 6M | -41.0% | +3.5% | -44.5% | -43.3% |
| YTD | +23.8% | +18.2% | +5.6% | +7.6% |
| All | +6.8% | +24.8% | -17.9% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling