+361.8%
VRT vs XLP
+42.1%
+319.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +2.5% |
| 7D | -21.4% | +0.7% | -22.1% | -20.5% |
| 30D | -25.8% | +10.3% | -36.1% | -20.0% |
| 3M | -33.5% | +6.5% | -40.1% | -29.7% |
| 6M | -49.0% | +8.4% | -57.4% | -45.1% |
| YTD | +12.9% | +18.2% | -5.2% | +27.1% |
| 1Y | 0.0% | +22.4% | -22.4% | +14.4% |
| 3Y | +361.8% | +41.9% | +319.9% | +390.9% |
| All | +361.8% | +42.1% | +319.7% | +390.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling