+250.2%
XLI vs VFC
-70.4%
+320.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.3% |
| 7D | -2.3% | -3.3% | +1.0% | -1.5% |
| 30D | -8.2% | -14.0% | +5.9% | -4.8% |
| 3M | +0.8% | -22.6% | +23.3% | +6.3% |
| 6M | +0.8% | -24.7% | +25.6% | +6.5% |
| YTD | +10.5% | -29.0% | +39.5% | +18.0% |
| 1Y | +14.1% | -13.8% | +27.9% | +14.9% |
| 3Y | +68.6% | -28.2% | +96.8% | +57.3% |
| 5Y | +80.4% | -79.0% | +159.4% | +165.6% |
| All | +250.2% | -70.4% | +320.5% | +342.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling