+611.0%
VRT vs XLC
+74.0%
+537.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.5% | +5.8% |
| 7D | +9.1% | -0.8% | +10.0% | +10.2% |
| 30D | +0.9% | +1.0% | -0.1% | -0.9% |
| 3M | -13.4% | -0.7% | -12.7% | -14.0% |
| 6M | +11.7% | -5.1% | +16.8% | +18.2% |
| YTD | +73.2% | -4.3% | +77.5% | +79.5% |
| 1Y | +123.4% | -0.6% | +124.0% | +117.4% |
| All | +611.0% | +74.0% | +537.0% | +191.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling