+23.6%
VRT vs XLP
+22.7%
+0.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -1.9% |
| 7D | +10.5% | +2.5% | +8.0% | +13.8% |
| 30D | -9.3% | +7.3% | -16.6% | -0.4% |
| 3M | -29.6% | +8.1% | -37.7% | -21.9% |
| 6M | -45.4% | +10.5% | -55.8% | -37.0% |
| YTD | +24.8% | +21.2% | +3.6% | +66.0% |
| 1Y | +23.6% | +22.7% | +0.9% | +68.0% |
| All | +23.6% | +22.7% | +0.9% | +68.0% |
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