+2,397.0%
VRT vs XLI
+158.6%
+2,238.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -4.7% |
| 7D | -7.7% | -2.3% | -5.4% | -4.8% |
| 30D | -12.0% | -8.2% | -3.8% | -1.9% |
| 3M | -11.7% | +0.8% | -12.4% | -10.5% |
| 6M | -8.1% | +0.8% | -8.9% | -6.0% |
| YTD | +53.2% | +10.5% | +42.7% | +41.4% |
| 1Y | +81.7% | +14.1% | +67.5% | +62.6% |
| 3Y | +535.3% | +68.6% | +466.7% | +300.9% |
| 5Y | +916.4% | +80.4% | +836.0% | +523.0% |
| All | +2,397.0% | +158.6% | +2,238.4% | +1,000.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling