+149.9%
XLE vs VFC
-67.4%
+217.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -12.0% | +11.2% | -23.2% | -12.9% |
| 30D | -2.7% | +41.5% | -44.3% | -5.9% |
| 3M | +6.6% | +38.9% | -32.4% | +3.3% |
| 6M | +9.5% | +6.1% | +3.4% | +8.4% |
| YTD | +40.6% | +14.5% | +26.0% | +37.3% |
| 1Y | +43.6% | +46.0% | -2.4% | +36.1% |
| 3Y | +58.1% | +36.4% | +21.7% | +42.9% |
| All | +149.9% | -67.4% | +217.4% | +198.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling