+136.2%
XLP vs VO
+197.6%
-61.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | 0.0% |
| 7D | -0.2% | +2.9% | -3.2% | -1.7% |
| 30D | +8.2% | +1.0% | +7.2% | +7.5% |
| 3M | +7.7% | -1.7% | +9.5% | +8.6% |
| 6M | +9.3% | +6.7% | +2.6% | +5.5% |
| YTD | +19.5% | +14.0% | +5.5% | +11.3% |
| 1Y | +21.0% | +13.7% | +7.3% | +12.8% |
| 3Y | +43.2% | +65.8% | -22.6% | +8.1% |
| 5Y | +42.7% | +36.6% | +6.1% | +18.3% |
| All | +136.2% | +197.6% | -61.4% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling