+253.9%
XLI vs VMC
+156.6%
+97.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -1.7% | -3.8% | +2.1% | -0.1% |
| 30D | -7.3% | -9.7% | +2.4% | -3.4% |
| 3M | -1.3% | -9.6% | +8.3% | +2.3% |
| 6M | +2.2% | -4.8% | +7.1% | +3.7% |
| YTD | +11.7% | -10.9% | +22.6% | +15.7% |
| 1Y | +14.3% | -15.6% | +29.8% | +20.9% |
| 3Y | +70.3% | +19.3% | +51.0% | +54.0% |
| 5Y | +82.3% | +48.0% | +34.3% | +48.7% |
| All | +253.9% | +156.6% | +97.3% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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