+1.0%
XLU vs VFC
+52.5%
-51.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | +0.3% |
| 7D | +2.6% | +21.5% | -18.8% | +2.0% |
| 30D | +9.1% | +46.7% | -37.6% | +7.9% |
| 3M | -0.4% | +38.4% | -38.8% | -1.4% |
| 6M | -4.7% | +15.2% | -19.9% | -5.4% |
| YTD | +4.3% | +17.8% | -13.5% | +2.6% |
| 1Y | +1.0% | +55.6% | -54.6% | -0.3% |
| All | +1.0% | +52.5% | -51.5% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling