+65.0%
XLF vs VFC
-79.6%
+144.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | -2.9% | -4.0% | +1.1% | -2.3% |
| 30D | -1.6% | -14.6% | +13.0% | +0.8% |
| 3M | +9.3% | -23.1% | +32.4% | +13.2% |
| 6M | +14.6% | -25.2% | +39.8% | +18.8% |
| YTD | +4.7% | -29.5% | +34.2% | +9.4% |
| 1Y | +8.6% | -14.4% | +23.0% | +9.4% |
| 3Y | +73.9% | -28.7% | +102.6% | +68.8% |
| 5Y | +65.0% | -79.1% | +144.2% | +135.8% |
| All | +65.0% | -79.6% | +144.6% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling