+21.3%
XLP vs VMC
-2.2%
+23.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -0.5% | -4.3% | +3.8% | +0.3% |
| 30D | +8.3% | +16.2% | -7.9% | +5.6% |
| 3M | +8.7% | -0.8% | +9.5% | +8.6% |
| 6M | +11.2% | +1.2% | +10.0% | +10.8% |
| YTD | +20.0% | +0.5% | +19.5% | +19.4% |
| 1Y | +21.3% | -2.9% | +24.3% | +21.3% |
| All | +21.3% | -2.2% | +23.6% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling