+61.0%
XLC vs VFC
+39.5%
+21.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +4.9% | +11.2% | -6.3% | +3.6% |
| 30D | -5.8% | +41.5% | -47.3% | -9.6% |
| 3M | -5.4% | +38.9% | -44.4% | -9.1% |
| 6M | -10.2% | +6.1% | -16.3% | -11.3% |
| YTD | -10.2% | +14.5% | -24.7% | -12.4% |
| 1Y | -5.6% | +46.0% | -51.6% | -10.5% |
| 3Y | +61.0% | +36.4% | +24.6% | +48.5% |
| All | +61.0% | +39.5% | +21.5% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling