+48.3%
XLE vs VMC
-8.5%
+56.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.7% |
| 7D | +2.2% | -4.3% | +6.5% | +1.5% |
| 30D | +11.8% | -8.2% | +20.0% | +10.3% |
| 3M | +9.8% | -7.0% | +16.9% | +8.9% |
| 6M | +15.6% | -10.8% | +26.3% | +15.8% |
| YTD | +45.3% | -7.4% | +52.6% | +45.1% |
| 1Y | +48.3% | -9.5% | +57.8% | +49.1% |
| All | +48.3% | -8.5% | +56.8% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling