+43.4%
XLP vs VOO
+79.7%
-36.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +8.3% | -2.3% | +10.7% | +8.8% |
| 3M | +8.7% | -1.2% | +9.9% | +8.8% |
| 6M | +11.2% | +3.3% | +7.8% | +10.2% |
| YTD | +20.0% | +12.3% | +7.7% | +16.4% |
| 1Y | +21.3% | +12.5% | +8.8% | +17.6% |
| All | +43.4% | +79.7% | -36.4% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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