+43.4%
XLK vs VMC
-8.5%
+51.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +0.9% | -4.3% | +5.2% | +1.5% |
| 30D | +0.7% | -8.2% | +9.0% | +1.9% |
| 3M | -2.9% | -7.0% | +4.1% | -2.4% |
| 6M | +34.3% | -10.8% | +45.0% | +35.1% |
| YTD | +30.4% | -7.4% | +37.8% | +28.7% |
| 1Y | +43.4% | -9.5% | +52.9% | +42.5% |
| All | +43.4% | -8.5% | +51.9% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling