+72.4%
XLI vs VFC
-25.9%
+98.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | +1.0% | +0.8% | +0.1% | +0.9% |
| 30D | -5.8% | -11.9% | +6.1% | -4.3% |
| 3M | +0.7% | -20.2% | +20.9% | +3.2% |
| 6M | +3.2% | -23.0% | +26.2% | +5.9% |
| YTD | +13.0% | -26.2% | +39.3% | +16.5% |
| 1Y | +16.8% | -13.3% | +30.1% | +17.6% |
| 3Y | +72.4% | -25.5% | +97.9% | +66.1% |
| All | +72.4% | -25.9% | +98.3% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling