+158.1%
XLE vs VEU
+48.8%
+109.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | -6.7% | +0.5% | -7.2% | -7.0% |
| 30D | -4.4% | -2.3% | -2.1% | -3.4% |
| 3M | +4.0% | -4.4% | +8.4% | +6.1% |
| 6M | +13.2% | -2.2% | +15.3% | +13.3% |
| YTD | +41.9% | +10.9% | +31.0% | +29.4% |
| 1Y | +41.6% | +13.4% | +28.3% | +27.1% |
| 3Y | +64.0% | +69.7% | -5.7% | +7.8% |
| 5Y | +158.1% | +50.0% | +108.1% | +84.2% |
| All | +158.1% | +48.8% | +109.3% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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