+48.5%
XLE vs VG
-44.1%
+92.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.2% | +0.8% |
| 7D | +4.4% | +15.1% | -10.7% | +2.1% |
| 30D | -4.3% | -4.2% | -0.1% | -3.8% |
| 3M | +6.0% | -3.1% | +9.1% | +6.2% |
| 6M | +13.2% | +0.3% | +12.9% | +12.1% |
| YTD | +46.7% | +95.5% | -48.7% | +31.6% |
| 1Y | +46.6% | +64.4% | -17.8% | +34.0% |
| All | +48.5% | -44.1% | +92.6% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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