+136.0%
XLC vs VFC
-66.5%
+202.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.2% | +0.4% |
| 7D | +3.7% | +1.6% | +2.1% | +3.4% |
| 30D | -1.9% | +25.5% | -27.4% | -6.3% |
| 3M | -3.1% | +41.3% | -44.4% | -9.7% |
| 6M | -6.4% | +22.2% | -28.6% | -10.9% |
| YTD | -6.8% | +16.4% | -23.2% | -11.0% |
| 1Y | -1.7% | +38.4% | -40.1% | -9.6% |
| 3Y | +64.7% | +56.2% | +8.5% | +32.4% |
| 5Y | +41.1% | -68.2% | +109.2% | +78.1% |
| All | +136.0% | -66.5% | +202.5% | +178.0% |
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