+13.8%
VRT vs XLV
+34.1%
-20.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.1% | -16.0% | -11.3% |
| 7D | -15.4% | +5.5% | -20.9% | -13.0% |
| 30D | -19.0% | +13.3% | -32.3% | -14.4% |
| 3M | -23.8% | +17.4% | -41.3% | -19.3% |
| 6M | -37.9% | +32.1% | -70.0% | -37.9% |
| YTD | +27.0% | +24.0% | +2.9% | +31.5% |
| 1Y | +13.8% | +32.9% | -19.1% | +20.8% |
| All | +13.8% | +34.1% | -20.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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