+379.7%
VRT vs XLU
+60.0%
+319.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -4.0% |
| 7D | +10.5% | +2.1% | +8.4% | +9.0% |
| 30D | -9.3% | +5.6% | -14.9% | -12.9% |
| 3M | -29.6% | +0.7% | -30.3% | -29.9% |
| 6M | -45.4% | -0.1% | -45.3% | -45.7% |
| YTD | +24.8% | +5.3% | +19.5% | +19.2% |
| 1Y | +23.6% | +2.2% | +21.5% | +20.8% |
| 3Y | +379.7% | +61.6% | +318.1% | +357.9% |
| All | +379.7% | +60.0% | +319.6% | +357.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling