+988.3%
XLE vs VFC
+311.6%
+676.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -12.0% | +11.2% | -23.2% | -14.8% |
| 30D | -2.7% | +41.5% | -44.3% | -12.1% |
| 3M | +6.6% | +38.9% | -32.4% | -3.5% |
| 6M | +9.5% | +6.1% | +3.4% | +5.2% |
| YTD | +40.6% | +14.5% | +26.0% | +30.1% |
| 1Y | +43.6% | +46.0% | -2.4% | +23.0% |
| 3Y | +58.1% | +36.4% | +21.7% | +18.3% |
| 5Y | +152.2% | -67.5% | +219.7% | +201.5% |
| 10Y | +172.9% | -45.8% | +218.8% | +161.8% |
| All | +988.3% | +311.6% | +676.7% | +448.7% |
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