+535.3%
VRT vs XLK
+116.8%
+418.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -3.2% |
| 7D | -7.7% | -0.4% | -7.3% | -6.9% |
| 30D | -12.0% | -0.5% | -11.5% | -11.0% |
| 3M | -11.7% | +5.0% | -16.7% | -17.5% |
| 6M | -8.1% | +32.9% | -40.9% | -44.3% |
| YTD | +53.2% | +29.0% | +24.3% | -1.5% |
| 1Y | +81.7% | +37.8% | +43.8% | +5.3% |
| All | +535.3% | +116.8% | +418.5% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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