+833.6%
XLB vs VMC
+914.5%
-80.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.8% |
| 7D | -1.4% | +0.3% | -1.6% | -1.5% |
| 30D | +7.1% | +18.6% | -11.5% | -0.7% |
| 3M | +0.6% | +2.0% | -1.4% | -0.5% |
| 6M | +3.5% | +2.6% | +0.9% | +1.7% |
| YTD | +18.2% | +2.3% | +16.0% | +15.7% |
| 1Y | +25.6% | +1.7% | +23.9% | +23.1% |
| 3Y | +46.7% | +41.7% | +5.0% | +22.5% |
| 5Y | +30.9% | +46.6% | -15.7% | +6.3% |
| 10Y | +167.7% | +140.3% | +27.5% | +63.3% |
| All | +833.6% | +914.5% | -80.9% | +122.9% |
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