+1,890.4%
XEL vs VFC
+845.1%
+1,045.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.1% |
| 7D | -1.0% | -1.6% | +0.7% | -0.7% |
| 30D | -1.9% | -11.6% | +9.7% | -0.3% |
| 3M | -1.9% | -18.1% | +16.2% | +0.3% |
| 6M | -7.4% | -27.4% | +19.9% | -4.1% |
| YTD | +4.1% | -24.8% | +28.9% | +7.0% |
| 1Y | +8.0% | -8.2% | +16.3% | +7.1% |
| 3Y | +48.4% | -29.1% | +77.5% | +42.1% |
| 5Y | +27.2% | -79.2% | +106.4% | +48.0% |
| 10Y | +146.8% | -68.1% | +214.9% | +153.6% |
| All | +1,890.4% | +845.1% | +1,045.3% | +1,230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling