+757.1%
XLY vs VOO
+810.0%
-52.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | 0.0% |
| 7D | -1.7% | -0.8% | -0.9% | -0.9% |
| 30D | -4.2% | -1.1% | -3.1% | -3.1% |
| 3M | -2.7% | +3.9% | -6.6% | -6.5% |
| 6M | -0.6% | +13.6% | -14.3% | -13.2% |
| YTD | -5.0% | +12.7% | -17.7% | -16.3% |
| 1Y | -4.1% | +17.6% | -21.7% | -19.2% |
| 3Y | +33.6% | +77.3% | -43.7% | -26.3% |
| 5Y | +28.7% | +84.1% | -55.4% | -30.5% |
| 10Y | +219.6% | +323.5% | -103.9% | -24.6% |
| All | +757.1% | +810.0% | -52.9% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling