+141.4%
XLC vs VFC
-78.7%
+220.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | +0.6% | +0.8% | -0.3% | +0.4% |
| 30D | +0.2% | -11.9% | +12.2% | +2.7% |
| 3M | +0.6% | -20.2% | +20.8% | +4.5% |
| 6M | -4.5% | -23.0% | +18.5% | -0.6% |
| YTD | -4.7% | -26.2% | +21.5% | -0.3% |
| 1Y | -1.7% | -13.3% | +11.7% | -1.2% |
| 3Y | +72.3% | -25.5% | +97.7% | +62.0% |
| 5Y | +37.8% | -78.1% | +115.9% | +85.6% |
| All | +141.4% | -78.7% | +220.1% | +211.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling