+1,096.1%
XLY vs VMC
+776.7%
+319.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -3.9% | -3.7% | -0.2% | -2.5% |
| 30D | -6.1% | -12.8% | +6.7% | -1.2% |
| 3M | -1.2% | -7.9% | +6.8% | +1.6% |
| 6M | -1.8% | -7.5% | +5.7% | +0.5% |
| YTD | -5.9% | -11.6% | +5.8% | -2.5% |
| 1Y | -3.1% | -14.3% | +11.2% | +1.4% |
| 3Y | +36.0% | +18.5% | +17.5% | +24.7% |
| 5Y | +27.6% | +46.8% | -19.2% | +7.5% |
| 10Y | +216.8% | +153.2% | +63.6% | +101.8% |
| All | +1,096.1% | +776.7% | +319.3% | +270.9% |
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