+36.5%
XLB vs VMC
+52.4%
-15.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.2% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | -1.7% | -9.1% | +7.4% | +2.8% |
| 3M | +4.4% | -4.1% | +8.5% | +6.1% |
| 6M | +5.0% | -5.5% | +10.6% | +7.2% |
| YTD | +15.5% | -8.9% | +24.4% | +19.1% |
| 1Y | +14.9% | -12.9% | +27.9% | +21.0% |
| 3Y | +34.5% | +22.1% | +12.4% | +16.2% |
| 5Y | +36.5% | +52.7% | -16.2% | +1.5% |
| All | +36.5% | +52.4% | -15.9% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling