+1,024.4%
VRT vs XLI
+83.4%
+941.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.6% |
| 7D | +13.6% | +1.0% | +12.6% | +11.5% |
| 30D | +6.8% | -5.8% | +12.6% | +20.5% |
| 3M | -3.2% | +0.7% | -3.9% | -2.3% |
| 6M | +20.3% | +3.2% | +17.2% | +17.2% |
| YTD | +79.6% | +13.0% | +66.6% | +47.1% |
| 1Y | +139.0% | +16.8% | +122.2% | +85.0% |
| 3Y | +644.6% | +72.4% | +572.2% | +198.5% |
| 5Y | +1,024.4% | +82.8% | +941.6% | +295.9% |
| All | +1,024.4% | +83.4% | +941.0% | +295.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling