+905.2%
VRT vs XLC
+38.0%
+867.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.3% |
| 6M | +11.7% | -5.1% | +16.8% | +17.1% |
| YTD | +73.2% | -4.3% | +77.5% | +78.3% |
| 1Y | +123.4% | -0.6% | +124.0% | +118.6% |
| 3Y | +606.2% | +72.7% | +533.5% | +254.5% |
| All | +905.2% | +38.0% | +867.3% | +500.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling