+561.3%
XLP vs VFC
+311.0%
+250.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.3% |
| 7D | +3.5% | +10.9% | -7.4% | +1.7% |
| 30D | +11.6% | +40.6% | -29.1% | +5.5% |
| 3M | +7.6% | +34.4% | -26.8% | +2.4% |
| 6M | +10.0% | +12.3% | -2.3% | +7.1% |
| YTD | +19.7% | +14.4% | +5.4% | +15.5% |
| 1Y | +23.5% | +40.6% | -17.2% | +14.8% |
| 3Y | +44.0% | +40.1% | +3.8% | +23.1% |
| 5Y | +42.7% | -67.6% | +110.3% | +59.7% |
| 10Y | +131.3% | -45.9% | +177.3% | +120.5% |
| All | +561.3% | +311.0% | +250.2% | +288.3% |
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