+226.1%
XLI vs VFC
-48.6%
+274.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.2% |
| 7D | +3.8% | +1.6% | +2.1% | +3.3% |
| 30D | +1.0% | +25.5% | -24.4% | -4.5% |
| 3M | -8.9% | +41.3% | -50.2% | -16.5% |
| 6M | -2.3% | +22.2% | -24.5% | -8.0% |
| YTD | +9.7% | +16.4% | -6.7% | +3.7% |
| 1Y | +12.3% | +38.4% | -26.1% | +1.4% |
| 3Y | +71.5% | +56.2% | +15.2% | +30.9% |
| 5Y | +70.2% | -68.2% | +138.3% | +130.8% |
| All | +226.1% | -48.6% | +274.7% | +270.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling