+133.1%
XLC vs VO
+131.6%
+1.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.3% | +0.1% |
| 7D | +7.1% | -0.1% | +7.2% | +7.1% |
| 30D | -2.7% | +0.5% | -3.2% | -3.2% |
| 3M | -3.2% | -1.0% | -2.2% | -2.5% |
| 6M | -7.7% | +6.4% | -14.1% | -12.8% |
| YTD | -8.0% | +13.6% | -21.6% | -18.1% |
| 1Y | -3.1% | +14.5% | -17.5% | -14.3% |
| 3Y | +64.9% | +67.2% | -2.3% | +3.7% |
| 5Y | +39.5% | +36.1% | +3.4% | +4.9% |
| All | +133.1% | +131.6% | +1.5% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling