+38.4%
XLC vs VFC
-77.9%
+116.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -1.6% |
| 7D | -0.8% | -1.6% | +0.8% | -0.6% |
| 30D | +1.0% | -11.6% | +12.7% | +3.0% |
| 3M | -0.7% | -18.1% | +17.4% | +1.9% |
| 6M | -5.1% | -27.4% | +22.2% | -1.1% |
| YTD | -4.3% | -24.8% | +20.5% | -1.0% |
| 1Y | -0.6% | -8.2% | +7.6% | -1.1% |
| 3Y | +72.7% | -29.1% | +101.8% | +69.1% |
| All | +38.4% | -77.9% | +116.3% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling