+164.7%
XLB vs VFC
-50.3%
+215.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.6% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | +5.3% | +24.6% | -19.4% | -0.3% |
| 3M | 0.0% | +38.4% | -38.4% | -7.9% |
| 6M | +1.2% | +15.3% | -14.1% | -3.3% |
| YTD | +16.9% | +12.7% | +4.2% | +11.4% |
| 1Y | +20.9% | +32.7% | -11.8% | +10.4% |
| 3Y | +43.3% | +43.7% | -0.4% | +12.7% |
| 5Y | +28.3% | -69.2% | +97.5% | +71.8% |
| All | +164.7% | -50.3% | +215.0% | +196.5% |
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