+960.3%
VTI vs XLB
+715.5%
+244.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +0.1% | -1.4% | +1.5% | +1.1% |
| 30D | 0.0% | -0.4% | +0.4% | +0.2% |
| 3M | +2.0% | +2.0% | 0.0% | +0.2% |
| 6M | +13.0% | +1.8% | +11.1% | +10.9% |
| YTD | +13.9% | +16.6% | -2.6% | +1.5% |
| 1Y | +20.0% | +16.9% | +3.1% | +6.4% |
| 3Y | +75.8% | +32.6% | +43.3% | +42.1% |
| 5Y | +73.8% | +35.6% | +38.2% | +37.8% |
| 10Y | +297.5% | +160.0% | +137.5% | +96.6% |
| All | +960.3% | +715.5% | +244.9% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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