+29.5%
XLB vs VMC
+3.7%
+25.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.1% | +0.7% |
| 7D | +3.9% | +12.3% | -8.4% | -0.7% |
| 30D | +8.9% | +21.2% | -12.3% | +0.9% |
| 3M | +4.1% | +4.6% | -0.5% | +2.1% |
| 6M | +7.3% | +3.9% | +3.4% | +5.2% |
| YTD | +20.4% | +5.0% | +15.4% | +15.6% |
| 1Y | +29.5% | +2.6% | +26.9% | +25.2% |
| All | +29.5% | +3.7% | +25.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling