+145.6%
XLK vs VFC
-79.4%
+225.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.1% |
| 7D | -0.4% | -3.3% | +2.9% | +0.2% |
| 30D | -0.5% | -14.0% | +13.5% | +2.2% |
| 3M | +5.0% | -22.6% | +27.5% | +9.2% |
| 6M | +32.9% | -24.7% | +57.6% | +38.4% |
| YTD | +29.0% | -29.0% | +57.9% | +35.4% |
| 1Y | +37.8% | -13.8% | +51.6% | +38.5% |
| 3Y | +118.7% | -28.2% | +146.9% | +112.2% |
| 5Y | +145.6% | -79.0% | +224.5% | +273.6% |
| All | +145.6% | -79.4% | +225.0% | +273.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling