+552.8%
XLP vs VMC
+889.1%
-336.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +10.3% | +15.8% | -5.6% | +7.3% |
| 3M | +6.5% | +0.6% | +6.0% | +6.3% |
| 6M | +8.4% | -4.0% | +12.4% | +8.8% |
| YTD | +18.2% | -0.3% | +18.5% | +17.6% |
| 1Y | +22.4% | -0.5% | +22.9% | +21.7% |
| 3Y | +41.9% | +39.6% | +2.3% | +31.2% |
| 5Y | +40.9% | +50.1% | -9.2% | +27.1% |
| 10Y | +128.4% | +163.9% | -35.6% | +77.9% |
| All | +552.8% | +889.1% | -336.3% | +235.1% |
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