+80.1%
XLF vs VFC
+45.3%
+34.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.2% | -0.4% |
| 7D | +1.2% | -1.4% | +2.7% | +1.4% |
| 30D | +6.2% | +24.6% | -18.5% | +3.3% |
| 3M | +0.9% | +38.4% | -37.6% | -3.2% |
| 6M | +13.6% | +15.3% | -1.6% | +11.1% |
| YTD | +7.6% | +12.7% | -5.2% | +5.1% |
| 1Y | +10.2% | +32.7% | -22.5% | +5.5% |
| All | +80.1% | +45.3% | +34.8% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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