+28.4%
XLY vs VMC
+47.0%
-18.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -1.7% | -3.8% | +2.1% | +0.2% |
| 30D | -4.2% | -9.7% | +5.5% | +0.8% |
| 3M | -2.7% | -9.6% | +7.0% | +1.7% |
| 6M | -0.6% | -4.8% | +4.2% | +0.6% |
| YTD | -5.0% | -10.9% | +5.9% | -1.5% |
| 1Y | -4.1% | -15.6% | +11.5% | +2.2% |
| 3Y | +33.6% | +19.3% | +14.3% | +13.2% |
| All | +28.4% | +47.0% | -18.6% | -6.1% |
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 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