+905.2%
VRT vs XLB
+36.1%
+869.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.8% |
| 7D | +9.1% | -1.4% | +10.5% | +11.1% |
| 30D | +0.9% | -0.4% | +1.3% | +1.0% |
| 3M | -13.4% | +2.0% | -15.3% | -16.6% |
| 6M | +11.7% | +1.8% | +9.9% | +8.3% |
| YTD | +73.2% | +16.6% | +56.7% | +39.4% |
| 1Y | +123.4% | +16.9% | +106.5% | +77.9% |
| 3Y | +606.2% | +32.6% | +573.6% | +368.2% |
| All | +905.2% | +36.1% | +869.1% | +535.2% |
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