+484.0%
V vs XLE
+181.7%
+302.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | +0.9% | +5.4% | -4.5% | -1.0% |
| 30D | +9.0% | -3.9% | +12.9% | +10.3% |
| 3M | +16.7% | +7.0% | +9.7% | +13.3% |
| 6M | +33.4% | +14.2% | +19.2% | +25.8% |
| YTD | +22.4% | +48.2% | -25.8% | +3.5% |
| 1Y | +27.7% | +47.7% | -20.0% | +8.0% |
| 3Y | +78.0% | +70.0% | +8.0% | +40.1% |
| 5Y | +108.5% | +169.1% | -60.6% | +29.3% |
| All | +484.0% | +181.7% | +302.3% | +221.5% |
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