+291.2%
XLE vs VIG
+623.5%
-332.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.3% |
| 7D | +2.2% | -0.4% | +2.6% | +2.7% |
| 30D | +11.8% | -1.0% | +12.7% | +13.0% |
| 3M | +9.8% | +2.8% | +7.1% | +5.8% |
| 6M | +15.6% | +8.2% | +7.4% | +3.8% |
| YTD | +45.3% | +11.0% | +34.2% | +26.2% |
| 1Y | +48.3% | +16.1% | +32.2% | +21.5% |
| 3Y | +55.4% | +56.2% | -0.7% | -12.8% |
| 5Y | +216.1% | +63.0% | +153.1% | +64.1% |
| 10Y | +178.4% | +241.4% | -63.0% | -44.5% |
| All | +291.2% | +623.5% | -332.3% | -70.3% |
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