+2,486.9%
VRT vs XLV
+114.0%
+2,372.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -8.4% | -3.6% | -4.8% | -5.9% |
| 30D | -10.9% | -1.8% | -9.0% | -10.1% |
| 3M | -13.7% | +7.8% | -21.5% | -20.2% |
| 6M | -4.1% | +9.1% | -13.2% | -12.5% |
| YTD | +58.7% | +7.7% | +51.0% | +46.5% |
| 1Y | +89.6% | +20.4% | +69.2% | +58.7% |
| 3Y | +558.1% | +30.8% | +527.4% | +401.8% |
| 5Y | +953.0% | +34.6% | +918.3% | +700.1% |
| All | +2,486.9% | +114.0% | +2,372.8% | +1,395.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling