+42.7%
XLP vs VO
+33.1%
+9.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.6% |
| 7D | +3.5% | -3.3% | +6.8% | +4.8% |
| 30D | +11.6% | -1.8% | +13.4% | +12.3% |
| 3M | +7.6% | -3.4% | +11.0% | +9.0% |
| 6M | +10.0% | +3.0% | +7.0% | +8.5% |
| YTD | +19.7% | +10.7% | +9.0% | +14.5% |
| 1Y | +23.5% | +11.8% | +11.7% | +17.6% |
| 3Y | +44.0% | +60.4% | -16.4% | +16.4% |
| 5Y | +42.7% | +33.6% | +9.1% | +21.0% |
| All | +42.7% | +33.1% | +9.6% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling