+644.6%
VRT vs XLF
+75.4%
+569.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.0% | +5.1% |
| 7D | +13.6% | +0.2% | +13.4% | +13.3% |
| 30D | +6.8% | -0.5% | +7.3% | +7.1% |
| 3M | -3.2% | +10.6% | -13.9% | -13.9% |
| 6M | +20.3% | +14.3% | +6.1% | +2.9% |
| YTD | +79.6% | +5.5% | +74.1% | +67.7% |
| 1Y | +139.0% | +9.6% | +129.4% | +111.3% |
| 3Y | +644.6% | +75.2% | +569.4% | +272.5% |
| All | +644.6% | +75.4% | +569.2% | +272.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling