+69.9%
XLI vs VMC
+42.8%
+27.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +3.8% | -1.3% | +5.0% | +4.3% |
| 30D | +1.0% | +15.5% | -14.4% | -5.4% |
| 3M | -8.9% | +0.6% | -9.5% | -9.4% |
| 6M | -2.3% | +2.1% | -4.4% | -4.1% |
| YTD | +9.7% | -1.6% | +11.2% | +8.5% |
| 1Y | +12.3% | -1.2% | +13.5% | +10.9% |
| 3Y | +71.5% | +35.3% | +36.1% | +42.1% |
| All | +69.9% | +42.8% | +27.0% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling