+39.9%
XLP vs VT
+57.9%
-18.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +2.1% | -1.6% | +3.7% | +2.6% |
| 30D | +10.5% | -2.5% | +13.0% | +11.4% |
| 3M | +5.5% | -1.3% | +6.8% | +5.9% |
| 6M | +7.1% | +3.1% | +4.0% | +5.3% |
| YTD | +16.7% | +10.9% | +5.8% | +11.1% |
| 1Y | +20.8% | +12.1% | +8.7% | +14.4% |
| 3Y | +40.3% | +73.9% | -33.6% | +6.7% |
| All | +39.9% | +57.9% | -18.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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