+508.9%
XLP vs VFC
+170.2%
+338.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.2% |
| 7D | -1.0% | -1.6% | +0.6% | -0.8% |
| 30D | -0.9% | -11.6% | +10.8% | +1.1% |
| 3M | +3.8% | -18.1% | +21.9% | +6.6% |
| 6M | -1.7% | -27.4% | +25.6% | +2.4% |
| YTD | +10.3% | -24.8% | +35.1% | +13.9% |
| 1Y | +7.8% | -8.2% | +16.0% | +7.0% |
| 3Y | +27.2% | -29.1% | +56.3% | +21.6% |
| 5Y | +32.5% | -79.2% | +111.7% | +59.4% |
| 10Y | +101.8% | -68.1% | +169.9% | +110.7% |
| All | +508.9% | +170.2% | +338.8% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling