+135.9%
XLU vs VFC
-69.1%
+205.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.9% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | -3.3% | -9.0% | +5.7% | -2.2% |
| 3M | -3.2% | -24.2% | +21.0% | -0.1% |
| 6M | -7.0% | -18.5% | +11.5% | -5.3% |
| YTD | +0.6% | -25.9% | +26.5% | +3.4% |
| 1Y | +2.4% | -13.0% | +15.4% | +2.3% |
| 3Y | +46.3% | -20.3% | +66.6% | +36.9% |
| 5Y | +44.0% | -78.1% | +122.0% | +77.9% |
| All | +135.9% | -69.1% | +205.0% | +156.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling