+444.2%
V vs XLE
+167.3%
+276.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -0.8% | -7.9% | +7.1% | +2.2% |
| 30D | +9.5% | -4.8% | +14.3% | +11.2% |
| 3M | +16.7% | +8.4% | +8.3% | +12.6% |
| 6M | +32.9% | +12.7% | +20.3% | +25.9% |
| YTD | +21.1% | +41.3% | -20.2% | +4.3% |
| 1Y | +26.6% | +42.3% | -15.7% | +8.6% |
| 3Y | +78.4% | +65.1% | +13.3% | +41.9% |
| 5Y | +105.5% | +150.2% | -44.7% | +31.2% |
| 10Y | +444.2% | +163.9% | +280.3% | +203.5% |
| All | +444.2% | +167.3% | +276.9% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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