+688.8%
VRT vs XLE
+167.0%
+521.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.8% |
| 7D | +18.6% | +4.4% | +14.2% | +16.4% |
| 30D | -11.7% | -4.3% | -7.4% | -9.7% |
| 3M | -27.3% | +6.0% | -33.3% | -29.1% |
| 6M | -42.9% | +13.2% | -56.1% | -46.4% |
| YTD | +29.5% | +46.7% | -17.2% | +5.0% |
| 1Y | +21.0% | +46.6% | -25.6% | -1.9% |
| 3Y | +403.1% | +69.6% | +333.5% | +284.7% |
| 5Y | +688.8% | +166.5% | +522.3% | +463.6% |
| All | +688.8% | +167.0% | +521.8% | +463.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling