+640.9%
XLU vs VMC
+774.2%
-133.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.5% |
| 7D | +0.6% | -5.3% | +6.0% | +1.7% |
| 30D | -0.4% | -12.3% | +11.8% | +2.1% |
| 3M | -1.7% | -10.3% | +8.5% | +0.2% |
| 6M | -7.1% | -8.6% | +1.4% | -5.8% |
| YTD | +1.9% | -11.9% | +13.8% | +3.9% |
| 1Y | +6.1% | -13.9% | +20.0% | +8.5% |
| 3Y | +48.8% | +18.2% | +30.6% | +41.4% |
| 5Y | +43.8% | +47.7% | -3.9% | +29.3% |
| 10Y | +143.2% | +152.5% | -9.3% | +87.9% |
| All | +640.9% | +774.2% | -133.3% | +263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling