+422.3%
XLF vs VFC
+170.2%
+252.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -1.7% |
| 7D | 0.0% | -1.6% | +1.6% | +0.6% |
| 30D | +0.2% | -11.6% | +11.8% | +4.7% |
| 3M | +11.7% | -18.1% | +29.8% | +18.5% |
| 6M | +13.8% | -27.4% | +41.1% | +25.0% |
| YTD | +7.0% | -24.8% | +31.8% | +15.3% |
| 1Y | +9.1% | -8.2% | +17.3% | +6.8% |
| 3Y | +75.6% | -29.1% | +104.7% | +54.0% |
| 5Y | +66.4% | -79.2% | +145.6% | +151.2% |
| 10Y | +250.3% | -68.1% | +318.4% | +288.9% |
| All | +422.3% | +170.2% | +252.1% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling