+64.3%
XLF vs VMC
+47.0%
+17.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -1.5% | -3.8% | +2.3% | 0.0% |
| 30D | -1.2% | -9.7% | +8.5% | +2.8% |
| 3M | +9.2% | -9.6% | +18.8% | +13.0% |
| 6M | +16.3% | -4.8% | +21.2% | +17.4% |
| YTD | +5.4% | -10.9% | +16.3% | +8.3% |
| 1Y | +7.6% | -15.6% | +23.2% | +13.1% |
| 3Y | +74.2% | +19.3% | +54.9% | +51.7% |
| All | +64.3% | +47.0% | +17.3% | +25.2% |
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