+164.5%
XLB vs VMC
+146.8%
+17.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | +0.3% |
| 7D | -2.9% | -5.3% | +2.4% | -0.7% |
| 30D | -3.4% | -12.3% | +8.9% | +2.1% |
| 3M | +1.6% | -10.3% | +11.9% | +6.1% |
| 6M | +3.6% | -8.6% | +12.2% | +7.1% |
| YTD | +14.2% | -11.9% | +26.1% | +19.4% |
| 1Y | +15.6% | -13.9% | +29.5% | +21.8% |
| 3Y | +33.1% | +18.2% | +14.9% | +20.5% |
| 5Y | +35.0% | +47.7% | -12.7% | +9.7% |
| 10Y | +164.5% | +152.5% | +12.0% | +70.5% |
| All | +164.5% | +146.8% | +17.8% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling