+170.7%
XLE vs VIG
+240.3%
-69.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.9% |
| 7D | 0.0% | -0.4% | +0.4% | +0.4% |
| 30D | +12.6% | -2.1% | +14.7% | +15.1% |
| 3M | +11.8% | +3.3% | +8.5% | +7.6% |
| 6M | +16.1% | +9.3% | +6.8% | +4.6% |
| YTD | +46.9% | +10.1% | +36.7% | +31.1% |
| 1Y | +53.3% | +14.7% | +38.5% | +30.6% |
| 3Y | +54.9% | +56.9% | -2.0% | -7.2% |
| 5Y | +225.7% | +62.9% | +162.8% | +83.8% |
| 10Y | +170.7% | +241.3% | -70.7% | -28.3% |
| All | +170.7% | +240.3% | -69.7% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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