+977.6%
VRT vs XLF
+65.0%
+912.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +2.8% |
| 7D | -8.4% | -1.5% | -6.9% | -6.6% |
| 30D | -10.9% | -1.2% | -9.7% | -9.7% |
| 3M | -13.7% | +9.2% | -22.9% | -23.5% |
| 6M | -4.1% | +16.3% | -20.5% | -22.2% |
| YTD | +58.7% | +5.4% | +53.3% | +45.8% |
| 1Y | +89.6% | +7.6% | +82.0% | +68.4% |
| 3Y | +558.1% | +74.2% | +483.9% | +196.2% |
| All | +977.6% | +65.0% | +912.6% | +438.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling