+1,740.6%
VRT vs XLP
+112.0%
+1,628.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.9% |
| 7D | -21.4% | +0.7% | -22.1% | -21.8% |
| 30D | -25.8% | +10.3% | -36.1% | -29.2% |
| 3M | -33.5% | +6.5% | -40.1% | -35.8% |
| 6M | -49.0% | +8.4% | -57.4% | -51.7% |
| YTD | +12.9% | +18.2% | -5.2% | +1.9% |
| 1Y | 0.0% | +22.4% | -22.4% | -11.8% |
| 3Y | +361.8% | +41.9% | +319.9% | +252.2% |
| 5Y | +565.1% | +40.9% | +524.3% | +419.8% |
| All | +1,740.6% | +112.0% | +1,628.6% | +1,159.2% |
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