+1,917.9%
VRT vs XLE
+133.9%
+1,784.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +9.4% |
| 7D | -10.6% | -7.9% | -2.7% | -7.0% |
| 30D | -17.4% | -4.8% | -12.6% | -15.4% |
| 3M | -26.4% | +8.4% | -34.8% | -29.0% |
| 6M | -41.0% | +12.7% | -53.7% | -44.5% |
| YTD | +23.8% | +41.3% | -17.5% | +4.0% |
| 1Y | +11.6% | +42.3% | -30.7% | -6.6% |
| 3Y | +403.5% | +65.1% | +338.4% | +296.9% |
| 5Y | +647.0% | +150.2% | +496.9% | +383.1% |
| All | +1,917.9% | +133.9% | +1,784.0% | +776.6% |
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