+173.9%
XLE vs VFC
-47.4%
+221.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | -0.2% | -1.4% | +1.1% | +0.1% |
| 30D | -4.0% | +30.7% | -34.7% | -9.8% |
| 3M | +4.6% | +40.6% | -36.0% | -3.5% |
| 6M | +12.3% | +16.5% | -4.2% | +6.7% |
| YTD | +44.5% | +16.2% | +28.4% | +35.6% |
| 1Y | +42.4% | +42.4% | 0.0% | +26.3% |
| 3Y | +67.0% | +48.1% | +19.0% | +26.2% |
| 5Y | +161.9% | -67.8% | +229.7% | +263.2% |
| 10Y | +173.9% | -48.5% | +222.3% | +229.8% |
| All | +173.9% | -47.4% | +221.3% | +229.8% |
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