+139.9%
XLC vs VMC
+104.8%
+35.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.6% | +0.4% |
| 7D | -1.4% | -5.3% | +3.9% | +0.3% |
| 30D | -0.9% | -12.3% | +11.4% | +3.3% |
| 3M | -0.3% | -10.3% | +9.9% | +2.9% |
| 6M | -5.2% | -8.6% | +3.4% | -3.0% |
| YTD | -5.3% | -11.9% | +6.6% | -2.5% |
| 1Y | -2.8% | -13.9% | +11.1% | +0.6% |
| 3Y | +71.2% | +18.2% | +53.0% | +56.8% |
| 5Y | +37.6% | +47.7% | -10.2% | +15.8% |
| All | +139.9% | +104.8% | +35.0% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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