+32.0%
XEL vs VFC
-78.2%
+110.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.2% | -0.1% |
| 7D | -0.3% | -1.4% | +1.1% | -0.2% |
| 30D | -3.9% | -9.0% | +5.0% | -3.6% |
| 3M | -2.8% | -24.2% | +21.4% | -1.7% |
| 6M | -5.4% | -18.5% | +13.1% | -4.7% |
| YTD | +3.8% | -25.9% | +29.6% | +4.8% |
| 1Y | +6.8% | -13.0% | +19.8% | +6.8% |
| 3Y | +45.6% | -20.3% | +65.9% | +41.0% |
| All | +32.0% | -78.2% | +110.2% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling