+218.0%
XLE vs VIG
+63.1%
+154.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | +2.2% | -0.4% | +2.6% | +2.5% |
| 30D | +11.8% | -1.0% | +12.7% | +12.5% |
| 3M | +9.8% | +2.8% | +7.1% | +7.3% |
| 6M | +15.6% | +8.2% | +7.4% | +8.3% |
| YTD | +45.3% | +11.0% | +34.2% | +33.1% |
| 1Y | +48.3% | +16.1% | +32.2% | +30.7% |
| 3Y | +55.4% | +56.2% | -0.7% | +8.1% |
| All | +218.0% | +63.1% | +154.9% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling