+2,545.5%
VRT vs XLV
+115.6%
+2,429.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.4% |
| 7D | +2.4% | -3.7% | +6.1% | +5.2% |
| 30D | -2.7% | -1.1% | -1.6% | -2.5% |
| 3M | -9.2% | +8.2% | -17.4% | -16.3% |
| 6M | -0.5% | +8.9% | -9.4% | -9.0% |
| YTD | +62.3% | +8.5% | +53.8% | +48.9% |
| 1Y | +109.6% | +22.3% | +87.3% | +73.0% |
| 3Y | +573.1% | +32.6% | +540.4% | +407.0% |
| 5Y | +953.6% | +34.4% | +919.3% | +701.0% |
| All | +2,545.5% | +115.6% | +2,429.9% | +1,420.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling