+43.6%
XLE vs VG
-49.4%
+93.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -6.7% | -7.7% | +1.0% | -5.5% |
| 30D | -4.4% | -8.8% | +4.4% | -3.2% |
| 3M | +4.0% | -15.6% | +19.6% | +6.3% |
| 6M | +13.2% | +5.2% | +7.9% | +11.4% |
| YTD | +41.9% | +76.9% | -35.0% | +29.2% |
| 1Y | +41.6% | +42.5% | -0.9% | +32.0% |
| All | +43.6% | -49.4% | +93.0% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling