+913.2%
VTI vs XLP
+564.1%
+349.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.6% |
| 7D | -2.6% | +0.7% | -3.3% | -3.4% |
| 30D | -5.0% | +10.3% | -15.3% | -13.8% |
| 3M | -4.3% | +6.5% | -10.8% | -10.4% |
| 6M | +0.6% | +8.4% | -7.8% | -8.2% |
| YTD | +8.9% | +18.2% | -9.3% | -9.2% |
| 1Y | +11.1% | +22.4% | -11.3% | -10.6% |
| 3Y | +74.5% | +41.9% | +32.6% | +19.2% |
| 5Y | +60.1% | +40.9% | +19.2% | +9.5% |
| 10Y | +297.4% | +128.4% | +169.0% | +63.3% |
| All | +913.2% | +564.1% | +349.1% | +34.0% |
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