+1,477.5%
XLK vs VMC
+774.2%
+703.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +1.1% |
| 7D | +2.3% | -5.3% | +7.6% | +4.2% |
| 30D | +0.8% | -12.3% | +13.1% | +5.2% |
| 3M | +4.1% | -10.3% | +14.3% | +7.3% |
| 6M | +34.8% | -8.6% | +43.3% | +37.7% |
| YTD | +30.8% | -11.9% | +42.7% | +34.7% |
| 1Y | +42.4% | -13.9% | +56.3% | +47.5% |
| 3Y | +121.8% | +18.2% | +103.6% | +104.8% |
| 5Y | +146.6% | +47.7% | +98.9% | +110.5% |
| 10Y | +804.3% | +152.5% | +651.8% | +503.9% |
| All | +1,477.5% | +774.2% | +703.3% | +453.3% |
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