+43.3%
XLP vs VOO
+75.2%
-31.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | +8.3% | -2.3% | +10.7% | +9.2% |
| 3M | +8.7% | -1.2% | +9.9% | +9.0% |
| 6M | +11.2% | +3.3% | +7.8% | +9.4% |
| YTD | +20.0% | +12.3% | +7.7% | +14.1% |
| 1Y | +21.3% | +12.5% | +8.8% | +15.2% |
| 3Y | +43.8% | +79.2% | -35.3% | +8.2% |
| All | +43.3% | +75.2% | -31.8% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling