+429.4%
XLF vs VMC
+876.6%
-447.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +2.7% | -1.3% | +3.9% | +3.3% |
| 30D | +7.6% | +15.5% | -7.8% | +0.4% |
| 3M | +1.1% | +0.6% | +0.5% | +0.4% |
| 6M | +15.9% | +2.1% | +13.8% | +13.5% |
| YTD | +8.4% | -1.6% | +10.0% | +6.9% |
| 1Y | +12.5% | -1.2% | +13.7% | +10.7% |
| 3Y | +81.6% | +35.3% | +46.2% | +50.4% |
| 5Y | +59.3% | +43.6% | +15.7% | +26.1% |
| 10Y | +225.4% | +126.7% | +98.7% | +89.7% |
| All | +429.4% | +876.6% | -447.2% | +23.8% |
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