+73.6%
XLC vs VO
+58.9%
+14.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -0.8% | -0.3% | -0.6% | -0.6% |
| 30D | +1.0% | -0.3% | +1.4% | +1.3% |
| 3M | -0.7% | +2.9% | -3.6% | -3.0% |
| 6M | -5.1% | +9.3% | -14.5% | -11.7% |
| YTD | -4.3% | +14.2% | -18.5% | -14.1% |
| 1Y | -0.6% | +15.3% | -15.8% | -11.6% |
| All | +73.6% | +58.9% | +14.6% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling