+2,486.9%
VRT vs XLY
+121.1%
+2,365.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +2.6% |
| 7D | -8.4% | -1.7% | -6.7% | -6.5% |
| 30D | -10.9% | -4.2% | -6.7% | -6.9% |
| 3M | -13.7% | -2.7% | -11.0% | -11.9% |
| 6M | -4.1% | -0.6% | -3.5% | -4.3% |
| YTD | +58.7% | -5.0% | +63.8% | +65.9% |
| 1Y | +89.6% | -4.1% | +93.7% | +96.6% |
| 3Y | +558.1% | +33.6% | +524.5% | +392.6% |
| 5Y | +953.0% | +28.7% | +924.2% | +740.1% |
| All | +2,486.9% | +121.1% | +2,365.7% | +1,218.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling