+135.9%
XLU vs VMC
+156.6%
-20.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -1.6% | -3.8% | +2.2% | -0.9% |
| 30D | -3.3% | -9.7% | +6.4% | -1.5% |
| 3M | -3.2% | -9.6% | +6.5% | -1.5% |
| 6M | -7.0% | -4.8% | -2.1% | -6.4% |
| YTD | +0.6% | -10.9% | +11.5% | +2.3% |
| 1Y | +2.4% | -15.6% | +18.0% | +5.1% |
| 3Y | +46.3% | +19.3% | +26.9% | +38.9% |
| 5Y | +44.0% | +48.0% | -4.0% | +29.6% |
| All | +135.9% | +156.6% | -20.7% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling