+361.8%
VRT vs XLC
+60.5%
+301.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.0% | +3.0% |
| 7D | -21.4% | +4.9% | -26.2% | -25.5% |
| 30D | -25.8% | -5.8% | -20.0% | -21.2% |
| 3M | -33.5% | -5.4% | -28.1% | -30.5% |
| 6M | -49.0% | -10.2% | -38.9% | -43.6% |
| YTD | +12.9% | -10.2% | +23.1% | +24.1% |
| 1Y | 0.0% | -5.6% | +5.6% | +2.1% |
| 3Y | +361.8% | +61.0% | +300.8% | +130.5% |
| All | +361.8% | +60.5% | +301.3% | +130.5% |
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