+42.0%
XLP vs VFC
-67.4%
+109.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +0.7% | +11.2% | -10.5% | -0.1% |
| 30D | +10.3% | +41.5% | -31.3% | +7.3% |
| 3M | +6.5% | +38.9% | -32.4% | +3.7% |
| 6M | +8.4% | +6.1% | +2.2% | +7.4% |
| YTD | +18.2% | +14.5% | +3.7% | +16.1% |
| 1Y | +22.4% | +46.0% | -23.5% | +17.9% |
| 3Y | +41.9% | +36.4% | +5.5% | +31.3% |
| All | +42.0% | -67.4% | +109.4% | +68.2% |
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