+1,075.5%
XLI vs VMC
+876.6%
+198.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +3.8% | -1.3% | +5.0% | +4.3% |
| 30D | +1.0% | +15.5% | -14.4% | -4.6% |
| 3M | -8.9% | +0.6% | -9.5% | -9.4% |
| 6M | -2.3% | +2.1% | -4.4% | -3.8% |
| YTD | +9.7% | -1.6% | +11.2% | +9.0% |
| 1Y | +12.3% | -1.2% | +13.5% | +11.4% |
| 3Y | +71.5% | +35.3% | +36.1% | +49.0% |
| 5Y | +70.2% | +43.6% | +26.6% | +42.8% |
| 10Y | +227.5% | +126.7% | +100.7% | +117.9% |
| All | +1,075.5% | +876.6% | +198.9% | +244.0% |
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