+2,723.0%
VRT vs XLP
+97.7%
+2,625.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +4.7% |
| 7D | +9.1% | -1.0% | +10.1% | +9.6% |
| 30D | +0.9% | -0.9% | +1.8% | +1.1% |
| 3M | -13.4% | +3.8% | -17.2% | -16.1% |
| 6M | +11.7% | -1.7% | +13.4% | +11.3% |
| YTD | +73.2% | +10.3% | +63.0% | +61.8% |
| 1Y | +123.4% | +7.8% | +115.6% | +110.2% |
| 3Y | +606.2% | +27.2% | +579.0% | +475.0% |
| 5Y | +899.9% | +32.5% | +867.4% | +705.2% |
| All | +2,723.0% | +97.7% | +2,625.3% | +1,899.9% |
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 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