+35.5%
XLV vs VFC
-78.2%
+113.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.5% | -0.6% |
| 7D | -3.6% | -1.4% | -2.2% | -3.4% |
| 30D | -1.8% | -9.0% | +7.1% | -1.0% |
| 3M | +7.8% | -24.2% | +32.0% | +10.3% |
| 6M | +9.1% | -18.5% | +27.6% | +10.6% |
| YTD | +7.7% | -25.9% | +33.6% | +10.0% |
| 1Y | +20.4% | -13.0% | +33.4% | +20.7% |
| 3Y | +30.8% | -20.3% | +51.1% | +26.6% |
| All | +35.5% | -78.2% | +113.7% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling