+1,917.9%
VRT vs XLP
+113.9%
+1,804.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.9% | +8.7% | +9.3% |
| 7D | -10.6% | +0.1% | -10.7% | -10.8% |
| 30D | -17.4% | +8.9% | -26.4% | -20.7% |
| 3M | -26.4% | +7.5% | -33.9% | -29.1% |
| 6M | -41.0% | +9.4% | -50.4% | -44.3% |
| YTD | +23.8% | +19.3% | +4.6% | +11.3% |
| 1Y | +11.6% | +21.7% | -10.1% | -1.1% |
| 3Y | +403.5% | +44.0% | +359.5% | +281.2% |
| 5Y | +647.0% | +42.8% | +604.3% | +480.7% |
| All | +1,917.9% | +113.9% | +1,804.0% | +1,276.3% |
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