+70.8%
XLI vs VFC
-68.8%
+139.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.4% |
| 7D | +4.3% | -1.4% | +5.7% | +4.5% |
| 30D | +0.5% | +24.6% | -24.2% | -3.0% |
| 3M | -8.6% | +38.4% | -47.0% | -13.3% |
| 6M | -2.3% | +15.3% | -17.6% | -5.2% |
| YTD | +10.1% | +12.7% | -2.6% | +6.8% |
| 1Y | +11.0% | +32.7% | -21.7% | +4.8% |
| 3Y | +72.3% | +43.7% | +28.6% | +49.2% |
| 5Y | +70.8% | -69.2% | +140.0% | +140.3% |
| All | +70.8% | -68.8% | +139.7% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling