+1,117.4%
XLI vs VFC
+170.2%
+947.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.3% |
| 7D | -1.1% | -1.6% | +0.6% | -0.6% |
| 30D | -5.9% | -11.6% | +5.7% | -2.4% |
| 3M | -0.3% | -18.1% | +17.8% | +4.8% |
| 6M | +0.1% | -27.4% | +27.5% | +8.5% |
| YTD | +13.6% | -24.8% | +38.4% | +21.2% |
| 1Y | +17.2% | -8.2% | +25.4% | +15.7% |
| 3Y | +68.2% | -29.1% | +97.3% | +54.3% |
| 5Y | +80.7% | -79.2% | +159.9% | +154.7% |
| 10Y | +253.3% | -68.1% | +321.4% | +295.8% |
| All | +1,117.4% | +170.2% | +947.3% | +458.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling