+36.5%
XLB vs VOO
+82.3%
-45.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | -0.2% | +0.5% | -0.8% | -0.7% |
| 30D | -1.7% | -0.9% | -0.8% | -1.0% |
| 3M | +4.4% | +3.9% | +0.5% | +0.8% |
| 6M | +5.0% | +14.5% | -9.5% | -6.9% |
| YTD | +15.5% | +13.0% | +2.5% | +3.6% |
| 1Y | +14.9% | +19.4% | -4.5% | -1.9% |
| 3Y | +34.5% | +78.9% | -44.3% | -20.9% |
| 5Y | +36.5% | +82.3% | -45.7% | -23.0% |
| All | +36.5% | +82.3% | -45.8% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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