+74.6%
VTI vs XLP
+32.7%
+41.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +0.1% | -1.0% | +1.1% | +0.7% |
| 30D | 0.0% | -0.9% | +0.9% | +0.5% |
| 3M | +2.0% | +3.8% | -1.8% | -0.9% |
| 6M | +13.0% | -1.7% | +14.7% | +13.6% |
| YTD | +13.9% | +10.3% | +3.7% | +5.4% |
| 1Y | +20.0% | +7.8% | +12.2% | +12.6% |
| 3Y | +75.8% | +27.2% | +48.6% | +42.3% |
| All | +74.6% | +32.7% | +41.9% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling