+1,934.0%
VRT vs XLC
+145.2%
+1,788.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.6% |
| 7D | +10.5% | +3.7% | +6.8% | +6.9% |
| 30D | -9.3% | -1.9% | -7.4% | -8.0% |
| 3M | -29.6% | -3.1% | -26.5% | -28.3% |
| 6M | -45.4% | -6.4% | -39.0% | -43.2% |
| YTD | +24.8% | -6.8% | +31.6% | +30.0% |
| 1Y | +23.6% | -1.7% | +25.3% | +22.2% |
| 3Y | +379.7% | +64.7% | +315.0% | +202.2% |
| 5Y | +660.3% | +41.1% | +619.2% | +426.4% |
| All | +1,934.0% | +145.2% | +1,788.8% | +905.7% |
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