+11.7%
VRT vs XLE
+15.8%
-4.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +3.8% |
| 7D | +9.1% | +2.2% | +6.9% | +10.5% |
| 30D | +0.9% | +11.8% | -10.8% | +7.9% |
| 3M | -13.4% | +9.8% | -23.2% | -7.0% |
| 6M | +11.7% | +15.6% | -3.9% | +22.7% |
| All | +11.7% | +15.8% | -4.2% | +22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling