+443.4%
XLP vs VT
+356.1%
+87.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +2.1% | -1.6% | +3.7% | +2.8% |
| 30D | +10.5% | -2.5% | +13.0% | +11.7% |
| 3M | +5.5% | -1.3% | +6.8% | +6.0% |
| 6M | +7.1% | +3.1% | +4.0% | +5.0% |
| YTD | +16.7% | +10.9% | +5.8% | +10.1% |
| 1Y | +20.8% | +12.1% | +8.7% | +13.2% |
| 3Y | +40.3% | +73.9% | -33.6% | +4.4% |
| 5Y | +40.0% | +58.0% | -17.9% | +8.4% |
| 10Y | +123.5% | +225.5% | -102.0% | +20.0% |
| All | +443.4% | +356.1% | +87.3% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling