+163.9%
XLE vs VMC
+146.3%
+17.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | -0.4% |
| 7D | -7.9% | +0.3% | -8.2% | -8.1% |
| 30D | -4.8% | +18.6% | -23.4% | -11.0% |
| 3M | +8.4% | +2.0% | +6.3% | +6.9% |
| 6M | +12.7% | +2.6% | +10.1% | +9.8% |
| YTD | +41.3% | +2.3% | +39.0% | +36.2% |
| 1Y | +42.3% | +1.7% | +40.6% | +37.2% |
| 3Y | +65.1% | +41.7% | +23.4% | +34.2% |
| 5Y | +150.2% | +46.6% | +103.6% | +94.4% |
| 10Y | +163.9% | +140.3% | +23.7% | +49.7% |
| All | +163.9% | +146.3% | +17.6% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling