+109.6%
VRT vs XLC
-2.2%
+111.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -9.5% |
| 7D | +2.4% | -1.4% | +3.8% | +2.6% |
| 30D | -2.7% | -0.9% | -1.8% | -2.6% |
| 3M | -9.2% | -0.3% | -8.9% | -8.6% |
| 6M | -0.5% | -5.2% | +4.7% | +2.1% |
| YTD | +62.3% | -5.3% | +67.6% | +66.6% |
| 1Y | +109.6% | -2.8% | +112.4% | +107.8% |
| All | +109.6% | -2.2% | +111.8% | +107.8% |
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