+139.5%
XLP vs VMC
+125.2%
+14.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | +7.3% | +15.5% | -8.1% | +4.6% |
| 3M | +8.1% | +0.6% | +7.5% | +7.9% |
| 6M | +10.5% | +2.1% | +8.4% | +9.7% |
| YTD | +21.2% | -1.6% | +22.7% | +20.8% |
| 1Y | +22.7% | -1.2% | +23.9% | +22.2% |
| 3Y | +44.8% | +35.3% | +9.5% | +34.6% |
| 5Y | +44.7% | +43.6% | +1.1% | +31.4% |
| All | +139.5% | +125.2% | +14.3% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling