+13.8%
VRT vs XLF
+15.8%
-2.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.5% | -16.4% | -13.0% |
| 7D | -15.4% | +5.5% | -20.9% | -15.9% |
| 30D | -19.0% | +9.9% | -28.8% | -20.4% |
| 3M | -23.8% | +2.6% | -26.5% | -23.9% |
| 6M | -37.9% | +15.6% | -53.4% | -39.9% |
| YTD | +27.0% | +9.4% | +17.6% | +23.1% |
| 1Y | +13.8% | +14.7% | -0.9% | +4.1% |
| All | +13.8% | +15.8% | -2.0% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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