+120.4%
XLK vs VFC
-25.2%
+145.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.0% | +0.7% |
| 7D | +0.2% | -1.4% | +1.6% | +0.4% |
| 30D | -0.6% | -9.0% | +8.3% | +0.5% |
| 3M | +2.6% | -24.2% | +26.7% | +5.9% |
| 6M | +34.0% | -18.5% | +52.5% | +36.7% |
| YTD | +30.7% | -25.9% | +56.5% | +34.8% |
| 1Y | +39.2% | -13.0% | +52.2% | +39.8% |
| 3Y | +120.4% | -20.3% | +140.8% | +113.3% |
| All | +120.4% | -25.2% | +145.7% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling