+101.4%
XLP vs VO
+194.3%
-92.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.0% | -0.3% | -0.8% | -0.9% |
| 30D | -0.9% | -0.3% | -0.5% | -0.7% |
| 3M | +3.8% | +2.9% | +0.9% | +2.2% |
| 6M | -1.7% | +9.3% | -11.1% | -6.3% |
| YTD | +10.3% | +14.2% | -3.9% | +2.7% |
| 1Y | +7.8% | +15.3% | -7.5% | -0.2% |
| 3Y | +27.2% | +56.2% | -29.0% | -0.9% |
| 5Y | +32.5% | +42.4% | -9.9% | +7.2% |
| All | +101.4% | +194.3% | -92.9% | +3.8% |
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