+10.5%
XLC vs VG
-46.6%
+57.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.7% |
| 7D | +3.5% | +5.5% | -2.0% | +3.4% |
| 30D | -2.6% | -3.6% | +1.0% | -2.6% |
| 3M | -2.1% | -4.0% | +1.9% | -2.1% |
| 6M | -5.5% | +9.4% | -14.9% | -6.2% |
| YTD | -6.9% | +86.6% | -93.5% | -11.6% |
| 1Y | -3.7% | +69.5% | -73.2% | -8.2% |
| All | +10.5% | -46.6% | +57.1% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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