+163.9%
XLE vs VIG
+267.0%
-103.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -2.0% |
| 7D | -7.9% | +0.4% | -8.3% | -8.5% |
| 30D | -4.8% | +4.3% | -9.1% | -9.2% |
| 3M | +8.4% | +2.0% | +6.3% | +5.6% |
| 6M | +12.7% | +10.2% | +2.5% | +0.9% |
| YTD | +41.3% | +14.8% | +26.5% | +20.3% |
| 1Y | +42.3% | +17.5% | +24.8% | +18.1% |
| 3Y | +65.1% | +67.4% | -2.3% | -8.0% |
| 5Y | +150.2% | +63.4% | +86.8% | +41.4% |
| 10Y | +163.9% | +259.9% | -96.0% | -27.0% |
| All | +163.9% | +267.0% | -103.1% | -27.0% |
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