+567.3%
VRT vs XLB
+29.2%
+538.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.4% |
| 7D | -21.4% | -1.5% | -19.9% | -20.1% |
| 30D | -25.8% | +6.1% | -31.9% | -32.1% |
| 3M | -33.5% | 0.0% | -33.6% | -34.3% |
| 6M | -49.0% | 0.0% | -49.0% | -49.8% |
| YTD | +12.9% | +16.0% | -3.1% | -9.3% |
| 1Y | 0.0% | +24.7% | -24.7% | -27.8% |
| 3Y | +361.8% | +40.4% | +321.4% | +175.0% |
| All | +567.3% | +29.2% | +538.1% | +342.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling