+123.4%
VRT vs XLP
+7.6%
+115.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +3.4% |
| 7D | +9.1% | -1.0% | +10.1% | +7.9% |
| 30D | +0.9% | -0.9% | +1.8% | +0.3% |
| 3M | -13.4% | +3.8% | -17.2% | -9.8% |
| 6M | +11.7% | -1.7% | +13.4% | +11.3% |
| YTD | +73.2% | +10.3% | +63.0% | +111.0% |
| 1Y | +123.4% | +7.8% | +115.6% | +161.5% |
| All | +123.4% | +7.6% | +115.8% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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