+1,934.0%
VRT vs XLF
+146.8%
+1,787.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.3% |
| 7D | +10.5% | +2.7% | +7.8% | +8.1% |
| 30D | -9.3% | +7.6% | -16.9% | -15.2% |
| 3M | -29.6% | +1.1% | -30.7% | -30.6% |
| 6M | -45.4% | +15.9% | -61.3% | -52.4% |
| YTD | +24.8% | +8.4% | +16.4% | +14.8% |
| 1Y | +23.6% | +12.5% | +11.1% | +10.1% |
| 3Y | +379.7% | +81.6% | +298.1% | +189.9% |
| 5Y | +660.3% | +59.3% | +601.1% | +418.3% |
| All | +1,934.0% | +146.8% | +1,787.2% | +855.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling