+2,545.5%
VRT vs XLY
+120.2%
+2,425.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.3% | -8.2% |
| 7D | +2.4% | -2.1% | +4.5% | +4.8% |
| 30D | -2.7% | -6.0% | +3.4% | +3.7% |
| 3M | -9.2% | -2.7% | -6.4% | -7.2% |
| 6M | -0.5% | -1.5% | +1.0% | +0.2% |
| YTD | +62.3% | -5.4% | +67.8% | +70.4% |
| 1Y | +109.6% | -3.8% | +113.4% | +116.1% |
| 3Y | +573.1% | +36.6% | +536.5% | +392.0% |
| 5Y | +953.6% | +27.4% | +926.3% | +748.4% |
| All | +2,545.5% | +120.2% | +2,425.4% | +1,254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling