+43.7%
XLP vs VO
+60.4%
-16.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.4% |
| 7D | +3.5% | -3.3% | +6.8% | +4.6% |
| 30D | +11.6% | -1.8% | +13.4% | +12.2% |
| 3M | +7.6% | -3.4% | +11.0% | +8.8% |
| 6M | +10.0% | +3.0% | +7.0% | +8.7% |
| YTD | +19.7% | +10.7% | +9.0% | +15.2% |
| 1Y | +23.5% | +11.8% | +11.7% | +18.3% |
| All | +43.7% | +60.4% | -16.7% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling