-7.5%
XLU vs VFC
-26.7%
+19.3%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.9% |
| 7D | -1.2% | -4.0% | +2.8% | -1.0% |
| 30D | -2.5% | -14.6% | +12.1% | -2.0% |
| 3M | -2.7% | -23.1% | +20.3% | -1.6% |
| 6M | -7.5% | -25.2% | +17.8% | -8.8% |
| All | -7.5% | -26.7% | +19.3% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling