+2,723.0%
VRT vs XLI
+165.8%
+2,557.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +3.9% |
| 7D | +9.1% | -1.1% | +10.2% | +10.6% |
| 30D | +0.9% | -5.9% | +6.9% | +9.1% |
| 3M | -13.4% | -0.3% | -13.1% | -11.5% |
| 6M | +11.7% | +0.1% | +11.6% | +14.7% |
| YTD | +73.2% | +13.6% | +59.6% | +54.3% |
| 1Y | +123.4% | +17.2% | +106.2% | +93.3% |
| 3Y | +606.2% | +68.2% | +538.0% | +342.7% |
| 5Y | +899.9% | +80.7% | +819.2% | +502.0% |
| All | +2,723.0% | +165.8% | +2,557.2% | +1,101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling