+649.2%
XLP vs VO
+799.0%
-149.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.9% |
| 7D | +3.5% | -3.3% | +6.8% | +5.1% |
| 30D | +11.6% | -1.8% | +13.4% | +12.5% |
| 3M | +7.6% | -3.4% | +11.0% | +9.3% |
| 6M | +10.0% | +3.0% | +7.0% | +8.2% |
| YTD | +19.7% | +10.7% | +9.0% | +13.6% |
| 1Y | +23.5% | +11.8% | +11.7% | +16.5% |
| 3Y | +44.0% | +60.4% | -16.4% | +13.1% |
| 5Y | +42.7% | +33.6% | +9.1% | +20.9% |
| 10Y | +131.3% | +202.0% | -70.6% | +30.0% |
| All | +649.2% | +799.0% | -149.8% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling