+252.7%
XLI vs VFC
-69.9%
+322.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | -0.6% | -2.3% | +1.8% | 0.0% |
| 30D | -6.9% | -13.4% | +6.4% | -3.7% |
| 3M | -1.9% | -23.7% | +21.8% | +3.8% |
| 6M | +1.0% | -24.5% | +25.5% | +6.7% |
| YTD | +11.3% | -27.8% | +39.2% | +18.4% |
| 1Y | +15.8% | -13.5% | +29.3% | +16.5% |
| 3Y | +69.8% | -27.1% | +96.9% | +57.9% |
| 5Y | +80.9% | -79.0% | +159.9% | +167.3% |
| All | +252.7% | -69.9% | +322.6% | +343.6% |
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