+139.0%
VRT vs XLE
+52.4%
+86.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.9% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +6.8% | +12.6% | -5.9% | +8.7% |
| 3M | -3.2% | +11.8% | -15.1% | -0.8% |
| 6M | +20.3% | +16.1% | +4.3% | +20.3% |
| YTD | +79.6% | +46.9% | +32.7% | +72.8% |
| 1Y | +139.0% | +53.3% | +85.7% | +135.2% |
| All | +139.0% | +52.4% | +86.6% | +135.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling