+92.5%
VRT vs XLI
+15.6%
+76.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.5% | -8.1% | -6.3% |
| 7D | +2.4% | -0.6% | +3.0% | +4.1% |
| 30D | -2.7% | -6.9% | +4.3% | +14.6% |
| 3M | -9.2% | -1.9% | -7.3% | -1.5% |
| 6M | -0.5% | +1.0% | -1.5% | +2.3% |
| YTD | +62.3% | +11.3% | +51.0% | +37.3% |
| All | +92.5% | +15.6% | +76.8% | +53.5% |
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