+360.5%
XLB vs VOO
+795.4%
-434.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | +0.2% |
| 7D | +0.5% | -0.6% | +1.1% | +1.0% |
| 30D | +6.9% | -3.6% | +10.6% | +10.8% |
| 3M | -0.2% | -2.7% | +2.6% | +2.4% |
| 6M | +3.3% | +2.2% | +1.1% | +0.6% |
| YTD | +18.0% | +10.9% | +7.1% | +5.6% |
| 1Y | +24.2% | +11.3% | +12.9% | +10.7% |
| 3Y | +44.7% | +76.9% | -32.2% | -21.2% |
| 5Y | +31.6% | +73.5% | -41.9% | -27.4% |
| 10Y | +164.2% | +307.7% | -143.5% | -44.4% |
| All | +360.5% | +795.4% | -434.9% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling