+43.7%
XLP vs VFC
+39.3%
+4.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.6% |
| 7D | +3.5% | +10.9% | -7.4% | +2.8% |
| 30D | +11.6% | +40.6% | -29.1% | +9.4% |
| 3M | +7.6% | +34.4% | -26.8% | +5.7% |
| 6M | +10.0% | +12.3% | -2.3% | +8.9% |
| YTD | +19.7% | +14.4% | +5.4% | +18.1% |
| 1Y | +23.5% | +40.6% | -17.2% | +20.5% |
| All | +43.7% | +39.3% | +4.4% | +35.4% |
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