+832.0%
XLB vs VFC
+319.5%
+512.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.5% | +3.5% | -3.0% | -0.6% |
| 30D | +6.9% | +38.3% | -31.3% | -3.6% |
| 3M | -0.2% | +40.2% | -40.3% | -10.6% |
| 6M | +3.3% | +10.6% | -7.3% | -1.6% |
| YTD | +18.0% | +16.7% | +1.3% | +9.5% |
| 1Y | +24.2% | +45.0% | -20.8% | +7.0% |
| 3Y | +44.7% | +48.8% | -4.1% | +5.2% |
| 5Y | +31.6% | -67.6% | +99.1% | +62.9% |
| 10Y | +164.2% | -47.5% | +211.8% | +149.6% |
| All | +832.0% | +319.5% | +512.5% | +260.1% |
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