+816.1%
XLB vs VFC
+311.6%
+504.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.5% | +11.2% | -12.7% | -4.8% |
| 30D | +6.1% | +41.5% | -35.5% | -5.1% |
| 3M | 0.0% | +38.9% | -38.9% | -10.2% |
| 6M | 0.0% | +6.1% | -6.2% | -3.5% |
| YTD | +16.0% | +14.5% | +1.5% | +8.3% |
| 1Y | +24.7% | +46.0% | -21.2% | +7.2% |
| 3Y | +40.4% | +36.4% | +4.0% | +5.2% |
| 5Y | +30.7% | -67.5% | +98.2% | +61.4% |
| 10Y | +173.3% | -45.8% | +219.1% | +154.3% |
| All | +816.1% | +311.6% | +504.5% | +256.1% |
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