+542.8%
VRT vs XLP
+43.0%
+499.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.8% | -13.3% | -13.9% |
| 7D | -28.1% | +3.5% | -31.6% | -28.7% |
| 30D | -30.2% | +11.6% | -41.7% | -32.4% |
| 3M | -36.4% | +7.6% | -44.0% | -37.8% |
| 6M | -48.2% | +10.0% | -58.2% | -50.3% |
| YTD | +9.2% | +19.7% | -10.6% | -0.3% |
| 1Y | -7.2% | +23.5% | -30.7% | -17.2% |
| 3Y | +338.7% | +44.0% | +294.7% | +204.7% |
| 5Y | +542.8% | +42.7% | +500.2% | +367.2% |
| All | +542.8% | +43.0% | +499.9% | +367.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling