+5.8%
XLU vs VMC
-8.5%
+14.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +0.8% | -4.3% | +5.1% | +1.5% |
| 30D | -1.3% | -8.2% | +6.9% | -0.1% |
| 3M | -1.3% | -7.0% | +5.7% | -0.3% |
| 6M | -7.6% | -10.8% | +3.1% | -6.1% |
| YTD | +2.3% | -7.4% | +9.7% | +3.1% |
| 1Y | +5.8% | -9.5% | +15.3% | +7.4% |
| All | +5.8% | -8.5% | +14.3% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling