+2,826.7%
VRT vs XLC
+150.7%
+2,675.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.1% | +4.1% |
| 7D | +13.6% | +0.6% | +13.0% | +12.9% |
| 30D | +6.8% | +0.2% | +6.5% | +6.1% |
| 3M | -3.2% | +0.6% | -3.9% | -5.3% |
| 6M | +20.3% | -4.5% | +24.8% | +24.0% |
| YTD | +79.6% | -4.7% | +84.3% | +84.7% |
| 1Y | +139.0% | -1.7% | +140.7% | +138.4% |
| 3Y | +644.6% | +72.3% | +572.3% | +356.7% |
| 5Y | +1,024.4% | +37.8% | +986.6% | +691.2% |
| All | +2,826.7% | +150.7% | +2,675.9% | +1,329.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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