+179.2%
XLE vs VIG
+262.6%
-83.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.4% | +3.5% | +1.9% | +1.7% |
| 30D | -3.9% | +4.9% | -8.9% | -8.9% |
| 3M | +7.0% | +2.5% | +4.5% | +3.8% |
| 6M | +14.2% | +11.0% | +3.2% | +1.5% |
| YTD | +48.2% | +16.0% | +32.2% | +24.9% |
| 1Y | +47.7% | +17.5% | +30.1% | +22.5% |
| 3Y | +70.0% | +67.0% | +3.0% | -4.9% |
| 5Y | +169.1% | +64.8% | +104.4% | +50.8% |
| All | +179.2% | +262.6% | -83.5% | -23.1% |
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