+59.3%
XLF vs VMC
+42.8%
+16.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +2.7% | -1.3% | +3.9% | +3.2% |
| 30D | +7.6% | +15.5% | -7.8% | +1.5% |
| 3M | +1.1% | +0.6% | +0.5% | +0.6% |
| 6M | +15.9% | +2.1% | +13.8% | +13.8% |
| YTD | +8.4% | -1.6% | +10.0% | +6.9% |
| 1Y | +12.5% | -1.2% | +13.7% | +10.6% |
| 3Y | +81.6% | +35.3% | +46.2% | +49.0% |
| All | +59.3% | +42.8% | +16.4% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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