+42.6%
XLP vs VMC
+46.4%
-3.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | +9.1% | +17.7% | -8.6% | +5.6% |
| 3M | +7.9% | +1.1% | +6.8% | +7.5% |
| 6M | +9.6% | +1.8% | +7.8% | +8.8% |
| YTD | +19.4% | +1.5% | +17.9% | +18.3% |
| 1Y | +22.4% | -1.1% | +23.5% | +21.7% |
| 3Y | +43.2% | +38.8% | +4.4% | +29.3% |
| 5Y | +42.6% | +49.6% | -7.0% | +22.8% |
| All | +42.6% | +46.4% | -3.8% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling