+820.5%
XLB vs VFC
+170.2%
+650.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.1% |
| 7D | -1.4% | -1.6% | +0.2% | -0.9% |
| 30D | -0.4% | -11.6% | +11.2% | +3.5% |
| 3M | +2.0% | -18.1% | +20.1% | +7.4% |
| 6M | +1.8% | -27.4% | +29.2% | +10.6% |
| YTD | +16.6% | -24.8% | +41.4% | +24.6% |
| 1Y | +16.9% | -8.2% | +25.1% | +15.6% |
| 3Y | +32.6% | -29.1% | +61.7% | +21.7% |
| 5Y | +35.6% | -79.2% | +114.8% | +93.2% |
| 10Y | +160.0% | -68.1% | +228.1% | +189.4% |
| All | +820.5% | +170.2% | +650.4% | +310.1% |
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