+142.5%
XLC vs VO
+132.8%
+9.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 6M | -5.1% | +9.3% | -14.5% | -12.4% |
| YTD | -4.3% | +14.2% | -18.5% | -15.1% |
| 1Y | -0.6% | +15.3% | -15.8% | -12.6% |
| 3Y | +72.7% | +56.2% | +16.5% | +15.5% |
| 5Y | +38.0% | +42.4% | -4.4% | 0.0% |
| All | +142.5% | +132.8% | +9.6% | +15.9% |
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 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