+170.7%
XLE vs VMC
+149.2%
+21.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.7% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | +12.6% | -9.1% | +21.7% | +16.5% |
| 3M | +11.8% | -4.1% | +16.0% | +12.4% |
| 6M | +16.1% | -5.5% | +21.6% | +16.4% |
| YTD | +46.9% | -8.9% | +55.8% | +48.5% |
| 1Y | +53.3% | -12.9% | +66.2% | +57.3% |
| 3Y | +54.9% | +22.1% | +32.8% | +33.9% |
| 5Y | +225.7% | +52.7% | +173.0% | +145.9% |
| 10Y | +170.7% | +152.7% | +17.9% | +55.3% |
| All | +170.7% | +149.2% | +21.5% | +55.3% |
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