+535.3%
VRT vs XLI
+68.2%
+467.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -4.1% |
| 7D | -7.7% | -2.3% | -5.4% | -2.7% |
| 30D | -12.0% | -8.2% | -3.8% | +5.9% |
| 3M | -11.7% | +0.8% | -12.4% | -10.1% |
| 6M | -8.1% | +0.8% | -8.9% | -5.9% |
| YTD | +53.2% | +10.5% | +42.7% | +30.2% |
| 1Y | +81.7% | +14.1% | +67.5% | +45.4% |
| All | +535.3% | +68.2% | +467.1% | +158.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling