+589.9%
XLP vs VO
+827.2%
-237.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 6M | -1.7% | +9.3% | -11.1% | -6.1% |
| YTD | +10.3% | +14.2% | -3.9% | +3.2% |
| 1Y | +7.8% | +15.3% | -7.5% | +0.3% |
| 3Y | +27.2% | +56.2% | -29.0% | +1.3% |
| 5Y | +32.5% | +42.4% | -9.9% | +8.9% |
| 10Y | +101.8% | +194.7% | -93.0% | +14.7% |
| All | +589.9% | +827.2% | -237.3% | +123.5% |
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