+89.6%
VRT vs XLU
+3.1%
+86.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.8% |
| 7D | -8.4% | -1.6% | -6.8% | -7.1% |
| 30D | -10.9% | -3.3% | -7.5% | -8.6% |
| 3M | -13.7% | -3.2% | -10.5% | -12.6% |
| 6M | -4.1% | -7.0% | +2.8% | +0.8% |
| YTD | +58.7% | +0.6% | +58.1% | +52.0% |
| 1Y | +89.6% | +2.4% | +87.2% | +83.4% |
| All | +89.6% | +3.1% | +86.5% | +83.4% |
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