+20.7%
XLK vs VFC
+52.5%
-31.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.5% |
| 7D | -7.6% | +21.5% | -29.1% | -9.8% |
| 30D | -12.2% | +46.7% | -58.8% | -16.5% |
| 3M | -5.5% | +38.4% | -43.8% | -9.5% |
| 6M | +9.2% | +15.2% | -6.0% | +6.7% |
| YTD | +23.0% | +17.8% | +5.2% | +19.3% |
| 1Y | +20.7% | +55.6% | -34.9% | +13.9% |
| All | +20.7% | +52.5% | -31.8% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling