+567.3%
VRT vs XLE
+150.1%
+417.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -21.4% | -12.0% | -9.4% | -16.5% |
| 30D | -25.8% | -2.7% | -23.1% | -24.7% |
| 3M | -33.5% | +6.6% | -40.1% | -35.4% |
| 6M | -49.0% | +9.5% | -58.6% | -51.5% |
| YTD | +12.9% | +40.6% | -27.6% | -6.6% |
| 1Y | 0.0% | +43.6% | -43.6% | -18.4% |
| 3Y | +361.8% | +58.1% | +303.7% | +263.7% |
| All | +567.3% | +150.1% | +417.2% | +387.7% |
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