-4.1%
VRT vs XLY
-1.2%
-2.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.0% |
| 7D | -8.4% | -1.7% | -6.7% | -7.2% |
| 30D | -10.9% | -4.2% | -6.7% | -8.4% |
| 3M | -13.7% | -2.7% | -11.0% | -12.8% |
| 6M | -4.1% | -0.6% | -3.5% | -6.6% |
| All | -4.1% | -1.2% | -2.9% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling