+147.5%
XEL vs VFC
-70.4%
+217.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.9% |
| 7D | -1.2% | -3.3% | +2.1% | -0.9% |
| 30D | -2.9% | -14.0% | +11.1% | -1.6% |
| 3M | -2.7% | -22.6% | +19.8% | -0.7% |
| 6M | -6.5% | -24.7% | +18.2% | -4.5% |
| YTD | +3.6% | -29.0% | +32.6% | +6.2% |
| 1Y | +7.5% | -13.8% | +21.3% | +7.5% |
| 3Y | +46.3% | -28.2% | +74.6% | +40.9% |
| 5Y | +30.5% | -79.0% | +109.5% | +54.7% |
| All | +147.5% | -70.4% | +217.9% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling