+30.5%
XEL vs VO
+40.2%
-9.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -1.2% | -2.5% | +1.3% | -0.2% |
| 30D | -2.9% | -3.2% | +0.3% | -1.6% |
| 3M | -2.7% | +3.9% | -6.6% | -4.2% |
| 6M | -6.5% | +9.6% | -16.2% | -10.0% |
| YTD | +3.6% | +11.6% | -8.0% | -1.0% |
| 1Y | +7.5% | +12.6% | -5.1% | +2.2% |
| 3Y | +46.3% | +55.4% | -9.0% | +20.7% |
| 5Y | +30.5% | +41.8% | -11.3% | +5.8% |
| All | +30.5% | +40.2% | -9.7% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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