+35.5%
XLV vs VMC
+47.0%
-11.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.4% |
| 7D | -3.6% | -3.8% | +0.2% | -2.6% |
| 30D | -1.8% | -9.7% | +7.9% | +0.6% |
| 3M | +7.8% | -9.6% | +17.4% | +10.2% |
| 6M | +9.1% | -4.8% | +13.9% | +9.9% |
| YTD | +7.7% | -10.9% | +18.6% | +9.7% |
| 1Y | +20.4% | -15.6% | +36.0% | +24.3% |
| 3Y | +30.8% | +19.3% | +11.4% | +20.5% |
| All | +35.5% | +47.0% | -11.5% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling