+6.8%
VRT vs XLC
-3.7%
+10.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.2% | +9.6% |
| 7D | -10.6% | +7.1% | -17.7% | -10.3% |
| 30D | -17.4% | -2.7% | -14.7% | -16.7% |
| 3M | -26.4% | -3.2% | -23.2% | -25.9% |
| 6M | -41.0% | -7.7% | -33.4% | -37.9% |
| YTD | +23.8% | -8.0% | +31.8% | +27.8% |
| All | +6.8% | -3.7% | +10.5% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling