+835.0%
XLB vs VMC
+896.7%
-61.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | -1.6% | -4.3% | +2.7% | +0.3% |
| 30D | +7.2% | +16.2% | -9.0% | +0.3% |
| 3M | 0.0% | -0.8% | +0.9% | +0.1% |
| 6M | +2.3% | +1.2% | +1.1% | +1.2% |
| YTD | +18.4% | +0.5% | +18.0% | +16.8% |
| 1Y | +23.3% | -2.9% | +26.2% | +23.4% |
| 3Y | +45.2% | +37.3% | +7.8% | +22.9% |
| 5Y | +31.0% | +48.8% | -17.8% | +5.7% |
| 10Y | +168.8% | +131.4% | +37.3% | +66.6% |
| All | +835.0% | +896.7% | -61.7% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling