+13.8%
VRT vs XLU
+0.7%
+13.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.4% | -13.3% | -13.1% |
| 7D | -15.4% | +2.6% | -18.0% | -16.6% |
| 30D | -19.0% | +9.1% | -28.1% | -23.5% |
| 3M | -23.8% | -0.4% | -23.4% | -23.6% |
| 6M | -37.9% | -4.7% | -33.2% | -35.5% |
| YTD | +27.0% | +4.3% | +22.7% | +19.0% |
| 1Y | +13.8% | +1.0% | +12.8% | +9.9% |
| All | +13.8% | +0.7% | +13.1% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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