+37.8%
XLC vs VMC
+52.4%
-14.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.2% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | +0.2% | -9.1% | +9.3% | +3.9% |
| 3M | +0.6% | -4.1% | +4.8% | +1.8% |
| 6M | -4.5% | -5.5% | +1.0% | -3.3% |
| YTD | -4.7% | -8.9% | +4.2% | -3.0% |
| 1Y | -1.7% | -12.9% | +11.3% | +1.9% |
| 3Y | +72.3% | +22.1% | +50.1% | +47.8% |
| 5Y | +37.8% | +52.7% | -15.0% | +3.2% |
| All | +37.8% | +52.4% | -14.7% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling