+10.0%
XLP vs VMC
-0.8%
+10.8%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.1% |
| 7D | +3.5% | +1.9% | +1.6% | +3.1% |
| 30D | +11.6% | +14.7% | -3.2% | +9.2% |
| 3M | +7.6% | -0.3% | +7.9% | +7.1% |
| 6M | +10.0% | -1.7% | +11.7% | +9.3% |
| All | +10.0% | -0.8% | +10.8% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling