+12.0%
XLB vs VMC
-14.0%
+26.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -2.8% | -3.8% | +0.9% | -1.4% |
| 30D | -3.1% | -9.7% | +6.6% | +0.8% |
| 3M | -0.2% | -9.6% | +9.5% | +3.7% |
| 6M | +3.1% | -4.8% | +7.9% | +4.9% |
| YTD | +13.3% | -10.9% | +24.1% | +16.1% |
| 1Y | +12.0% | -15.6% | +27.6% | +16.9% |
| All | +12.0% | -14.0% | +26.1% | +16.9% |
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