+89.6%
VRT vs XLV
+21.9%
+67.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -8.4% | -3.6% | -4.8% | -8.9% |
| 30D | -10.9% | -1.8% | -9.0% | -11.3% |
| 3M | -13.7% | +7.8% | -21.5% | -15.8% |
| 6M | -4.1% | +9.1% | -13.2% | -7.7% |
| YTD | +58.7% | +7.7% | +51.0% | +53.9% |
| 1Y | +89.6% | +20.4% | +69.2% | +68.5% |
| All | +89.6% | +21.9% | +67.7% | +68.5% |
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