+123.4%
VRT vs XLY
-0.5%
+123.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +5.3% |
| 7D | +9.1% | -2.0% | +11.1% | +10.7% |
| 30D | +0.9% | -3.1% | +4.1% | +3.1% |
| 3M | -13.4% | -1.8% | -11.6% | -12.6% |
| 6M | +11.7% | -0.9% | +12.6% | +10.5% |
| YTD | +73.2% | -3.4% | +76.6% | +74.3% |
| 1Y | +123.4% | -1.5% | +124.9% | +126.0% |
| All | +123.4% | -0.5% | +123.9% | +126.0% |
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