+938.3%
VTI vs XLP
+570.0%
+368.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.6% |
| 7D | +0.2% | +0.1% | +0.2% | +0.1% |
| 30D | -2.9% | +8.9% | -11.8% | -10.8% |
| 3M | -2.6% | +7.5% | -10.1% | -9.6% |
| 6M | +2.8% | +9.4% | -6.7% | -7.0% |
| YTD | +11.6% | +19.3% | -7.7% | -7.7% |
| 1Y | +13.6% | +21.7% | -8.1% | -8.0% |
| 3Y | +79.9% | +44.0% | +35.9% | +21.1% |
| 5Y | +64.3% | +42.8% | +21.5% | +10.9% |
| 10Y | +291.9% | +128.8% | +163.1% | +61.0% |
| All | +938.3% | +570.0% | +368.3% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling