+1,117.4%
XLI vs VMC
+818.8%
+298.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -1.1% | -4.3% | +3.3% | +0.6% |
| 30D | -5.9% | -8.2% | +2.3% | -2.9% |
| 3M | -0.3% | -7.0% | +6.8% | +2.1% |
| 6M | +0.1% | -10.8% | +10.9% | +4.0% |
| YTD | +13.6% | -7.4% | +21.0% | +15.8% |
| 1Y | +17.2% | -9.5% | +26.7% | +20.4% |
| 3Y | +68.2% | +20.5% | +47.7% | +53.0% |
| 5Y | +80.7% | +51.6% | +29.2% | +48.7% |
| 10Y | +253.3% | +150.0% | +103.2% | +126.6% |
| All | +1,117.4% | +818.8% | +298.6% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling