+561.3%
XLP vs VMC
+898.9%
-337.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | 0.0% |
| 7D | +3.5% | +1.9% | +1.6% | +3.1% |
| 30D | +11.6% | +14.7% | -3.2% | +8.7% |
| 3M | +7.6% | -0.3% | +7.9% | +7.6% |
| 6M | +10.0% | -1.7% | +11.7% | +10.0% |
| YTD | +19.7% | +0.7% | +19.1% | +18.9% |
| 1Y | +23.5% | +0.9% | +22.6% | +22.5% |
| 3Y | +44.0% | +40.5% | +3.5% | +32.9% |
| 5Y | +42.7% | +51.5% | -8.8% | +28.6% |
| 10Y | +131.3% | +166.5% | -35.2% | +79.9% |
| All | +561.3% | +898.9% | -337.6% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling