+149.9%
XLE vs VIG
+59.0%
+90.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -12.0% | -1.8% | -10.2% | -10.9% |
| 30D | -2.7% | +2.7% | -5.4% | -4.8% |
| 3M | +6.6% | 0.0% | +6.6% | +6.3% |
| 6M | +9.5% | +6.8% | +2.8% | +3.8% |
| YTD | +40.6% | +12.1% | +28.5% | +27.7% |
| 1Y | +43.6% | +14.8% | +28.8% | +27.8% |
| 3Y | +58.1% | +62.4% | -4.3% | +6.9% |
| All | +149.9% | +59.0% | +90.9% | +69.6% |
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