-5.8%
XLC vs VFC
+52.5%
-58.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -1.0% | +2.9% |
| 7D | +1.8% | +21.5% | -19.7% | -0.9% |
| 30D | -6.0% | +46.7% | -52.6% | -10.8% |
| 3M | -6.0% | +38.4% | -44.4% | -10.2% |
| 6M | -9.1% | +15.2% | -24.3% | -11.4% |
| YTD | -10.0% | +17.8% | -27.8% | -13.1% |
| 1Y | -5.8% | +55.6% | -61.4% | -12.1% |
| All | -5.8% | +52.5% | -58.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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