+123.4%
VRT vs XLI
+18.3%
+105.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +3.5% |
| 7D | +9.1% | -1.1% | +10.2% | +11.7% |
| 30D | +0.9% | -5.9% | +6.9% | +15.8% |
| 3M | -13.4% | -0.3% | -13.1% | -9.8% |
| 6M | +11.7% | +0.1% | +11.6% | +16.0% |
| YTD | +73.2% | +13.6% | +59.6% | +39.6% |
| 1Y | +123.4% | +17.2% | +106.2% | +71.9% |
| All | +123.4% | +18.3% | +105.1% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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