+12.0%
VTI vs XLP
+22.1%
-10.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.5% |
| 7D | +0.2% | +0.1% | +0.2% | +0.2% |
| 30D | -2.9% | +8.9% | -11.8% | -2.5% |
| 3M | -2.6% | +7.5% | -10.1% | -2.2% |
| 6M | +2.8% | +9.4% | -6.7% | +3.3% |
| YTD | +11.6% | +19.3% | -7.7% | +11.9% |
| All | +12.0% | +22.1% | -10.1% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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