+136.8%
XLP vs VMC
+129.3%
+7.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -0.5% | -4.3% | +3.8% | +0.2% |
| 30D | +8.3% | +16.2% | -7.9% | +5.4% |
| 3M | +8.7% | -0.8% | +9.5% | +8.7% |
| 6M | +11.2% | +1.2% | +10.0% | +10.6% |
| YTD | +20.0% | +0.5% | +19.5% | +19.2% |
| 1Y | +21.3% | -2.9% | +24.3% | +21.2% |
| 3Y | +43.8% | +37.3% | +6.5% | +33.4% |
| 5Y | +43.3% | +48.8% | -5.5% | +29.3% |
| 10Y | +136.8% | +131.4% | +5.3% | +92.6% |
| All | +136.8% | +129.3% | +7.5% | +92.6% |
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