+55.0%
XEL vs VFC
+50.0%
+5.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | +0.1% |
| 7D | +2.4% | +1.6% | +0.8% | +2.4% |
| 30D | +8.3% | +25.5% | -17.2% | +7.7% |
| 3M | +4.2% | +41.3% | -37.1% | +3.2% |
| 6M | +3.7% | +22.2% | -18.5% | +3.1% |
| YTD | +13.1% | +16.4% | -3.3% | +12.3% |
| 1Y | +5.0% | +38.4% | -33.4% | +3.9% |
| 3Y | +55.0% | +56.2% | -1.3% | +45.1% |
| All | +55.0% | +50.0% | +5.0% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling