+1,855.0%
VRT vs XLP
+114.2%
+1,740.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -17.7% | +2.3% | -20.0% | -18.5% |
| 30D | -20.0% | +9.1% | -29.1% | -23.2% |
| 3M | -28.1% | +7.9% | -35.9% | -30.8% |
| 6M | -42.8% | +9.6% | -52.4% | -46.1% |
| YTD | +20.0% | +19.4% | +0.5% | +7.8% |
| 1Y | +3.5% | +22.4% | -18.9% | -8.5% |
| 3Y | +366.1% | +43.2% | +322.9% | +254.5% |
| 5Y | +632.2% | +42.6% | +589.6% | +469.7% |
| All | +1,855.0% | +114.2% | +1,740.7% | +1,232.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling