+170.7%
XLE vs VFC
-69.1%
+239.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | +12.6% | -11.9% | +24.6% | +15.8% |
| 3M | +11.8% | -20.2% | +32.0% | +16.1% |
| 6M | +16.1% | -23.0% | +39.1% | +20.3% |
| YTD | +46.9% | -26.2% | +73.1% | +53.1% |
| 1Y | +53.3% | -13.3% | +66.6% | +51.6% |
| 3Y | +54.9% | -25.5% | +80.4% | +39.1% |
| 5Y | +225.7% | -78.1% | +303.8% | +380.2% |
| 10Y | +170.7% | -68.8% | +239.5% | +258.8% |
| All | +170.7% | -69.1% | +239.8% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling