+1,024.7%
XLE vs VFC
+170.2%
+854.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.5% |
| 7D | +2.2% | -1.6% | +3.8% | +2.6% |
| 30D | +11.8% | -11.6% | +23.4% | +15.5% |
| 3M | +9.8% | -18.1% | +27.9% | +14.2% |
| 6M | +15.6% | -27.4% | +42.9% | +22.9% |
| YTD | +45.3% | -24.8% | +70.1% | +52.1% |
| 1Y | +48.3% | -8.2% | +56.5% | +44.2% |
| 3Y | +55.4% | -29.1% | +84.5% | +40.2% |
| 5Y | +216.1% | -79.2% | +295.3% | +330.1% |
| 10Y | +178.4% | -68.1% | +246.5% | +213.4% |
| All | +1,024.7% | +170.2% | +854.6% | +541.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling