+136.0%
XLC vs VO
+132.4%
+3.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | +3.7% | +3.1% | +0.6% | +1.0% |
| 30D | -1.9% | +2.2% | -4.1% | -3.8% |
| 3M | -3.1% | -2.5% | -0.6% | -1.1% |
| 6M | -6.4% | +7.0% | -13.3% | -11.9% |
| YTD | -6.8% | +14.0% | -20.8% | -17.3% |
| 1Y | -1.7% | +15.6% | -17.3% | -13.9% |
| 3Y | +64.7% | +66.2% | -1.5% | +4.1% |
| 5Y | +41.1% | +36.6% | +4.5% | +5.7% |
| All | +136.0% | +132.4% | +3.6% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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