+13.8%
VRT vs XLY
+3.2%
+10.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.3% | -17.2% | -15.4% |
| 7D | -15.4% | +6.1% | -21.5% | -19.0% |
| 30D | -19.0% | +10.8% | -29.7% | -25.1% |
| 3M | -23.8% | +3.6% | -27.5% | -26.0% |
| 6M | -37.9% | +4.4% | -42.2% | -40.2% |
| YTD | +27.0% | +3.1% | +23.9% | +21.3% |
| 1Y | +13.8% | +3.6% | +10.2% | +8.2% |
| All | +13.8% | +3.2% | +10.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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