+278.6%
XLE vs VIG
+630.3%
-351.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -12.0% | -1.8% | -10.2% | -10.3% |
| 30D | -2.7% | +2.7% | -5.4% | -6.2% |
| 3M | +6.6% | 0.0% | +6.6% | +6.1% |
| 6M | +9.5% | +6.8% | +2.8% | +0.2% |
| YTD | +40.6% | +12.1% | +28.5% | +20.2% |
| 1Y | +43.6% | +14.8% | +28.8% | +18.9% |
| 3Y | +58.1% | +62.4% | -4.3% | -15.8% |
| 5Y | +152.2% | +59.6% | +92.6% | +34.2% |
| 10Y | +172.9% | +261.5% | -88.5% | -49.7% |
| All | +278.6% | +630.3% | -351.8% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling