+2,723.0%
VRT vs XLU
+110.8%
+2,612.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.3% |
| 7D | +9.1% | +0.8% | +8.3% | +8.6% |
| 30D | +0.9% | -1.3% | +2.3% | +1.7% |
| 3M | -13.4% | -1.3% | -12.0% | -13.1% |
| 6M | +11.7% | -7.6% | +19.3% | +16.5% |
| YTD | +73.2% | +2.3% | +71.0% | +70.5% |
| 1Y | +123.4% | +5.8% | +117.6% | +116.2% |
| 3Y | +606.2% | +50.5% | +555.6% | +471.1% |
| 5Y | +899.9% | +44.1% | +855.8% | +733.1% |
| All | +2,723.0% | +110.8% | +2,612.2% | +2,090.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling