+64.9%
XLE vs VLTO
+55.4%
+9.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +4.4% | +0.8% | +3.6% | +4.3% |
| 30D | -4.3% | +18.7% | -23.0% | -6.8% |
| 3M | +6.0% | +21.7% | -15.7% | +2.7% |
| 6M | +13.2% | +35.8% | -22.6% | +7.2% |
| YTD | +46.7% | +18.3% | +28.5% | +42.8% |
| 1Y | +46.6% | +20.9% | +25.7% | +41.7% |
| 3Y | +69.6% | +68.8% | +0.7% | +56.5% |
| All | +64.9% | +55.4% | +9.6% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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