+44.0%
XLP vs VMC
+42.8%
+1.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +2.5% | -1.3% | +3.8% | +2.8% |
| 30D | +7.3% | +15.5% | -8.1% | +4.3% |
| 3M | +8.1% | +0.6% | +7.5% | +7.8% |
| 6M | +10.5% | +2.1% | +8.4% | +9.6% |
| YTD | +21.2% | -1.6% | +22.7% | +20.7% |
| 1Y | +22.7% | -1.2% | +23.9% | +22.1% |
| 3Y | +44.8% | +35.3% | +9.5% | +31.4% |
| All | +44.0% | +42.8% | +1.2% | +25.4% |
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