+415.1%
XLF vs VMC
+803.7%
-388.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -0.6% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | -0.5% | -9.1% | +8.6% | +3.9% |
| 3M | +10.6% | -4.1% | +14.8% | +12.1% |
| 6M | +14.3% | -5.5% | +19.8% | +16.1% |
| YTD | +5.5% | -8.9% | +14.4% | +8.2% |
| 1Y | +9.6% | -12.9% | +22.5% | +14.5% |
| 3Y | +75.2% | +22.1% | +53.0% | +52.4% |
| 5Y | +65.5% | +52.7% | +12.8% | +27.1% |
| 10Y | +246.4% | +152.7% | +93.7% | +90.4% |
| All | +415.1% | +803.7% | -388.6% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling