+383.5%
V vs XLE
+173.0%
+210.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -1.7% | +2.2% | -3.9% | -2.5% |
| 30D | +2.0% | +11.8% | -9.8% | -2.4% |
| 3M | +17.4% | +9.8% | +7.5% | +12.9% |
| 6M | +17.5% | +15.6% | +1.9% | +10.3% |
| YTD | +7.6% | +45.3% | -37.7% | -8.0% |
| 1Y | +7.7% | +48.3% | -40.6% | -8.9% |
| 3Y | +54.7% | +55.4% | -0.8% | +26.4% |
| 5Y | +73.0% | +216.1% | -143.0% | -0.3% |
| All | +383.5% | +173.0% | +210.5% | +162.9% |
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