+215.2%
XLY vs VFC
-69.1%
+284.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.2% |
| 7D | -1.7% | -1.4% | -0.3% | -1.4% |
| 30D | -4.2% | -9.0% | +4.8% | -1.9% |
| 3M | -2.7% | -24.2% | +21.5% | +3.7% |
| 6M | -0.6% | -18.5% | +17.9% | +3.4% |
| YTD | -5.0% | -25.9% | +20.8% | +0.9% |
| 1Y | -4.1% | -13.0% | +8.9% | -3.3% |
| 3Y | +33.6% | -20.3% | +53.9% | +21.8% |
| 5Y | +28.7% | -78.1% | +106.8% | +85.7% |
| All | +215.2% | -69.1% | +284.3% | +290.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling