+1,678.9%
VRT vs XLP
+114.7%
+1,564.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.8% | -13.3% | -13.7% |
| 7D | -28.1% | +3.5% | -31.6% | -29.2% |
| 30D | -30.2% | +11.6% | -41.7% | -33.7% |
| 3M | -36.4% | +7.6% | -44.0% | -38.7% |
| 6M | -48.2% | +10.0% | -58.2% | -51.2% |
| YTD | +9.2% | +19.7% | -10.6% | -2.0% |
| 1Y | -7.2% | +23.5% | -30.7% | -18.4% |
| 3Y | +338.7% | +44.0% | +294.7% | +232.6% |
| 5Y | +542.8% | +42.7% | +500.2% | +400.1% |
| All | +1,678.9% | +114.7% | +1,564.2% | +1,111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling