+176.5%
XLE vs VMC
+126.5%
+50.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.1% |
| 7D | +4.4% | -1.7% | +6.1% | +5.0% |
| 30D | -4.3% | +15.3% | -19.5% | -9.6% |
| 3M | +6.0% | +0.3% | +5.7% | +5.2% |
| 6M | +13.2% | +0.9% | +12.3% | +10.9% |
| YTD | +46.7% | -1.0% | +47.8% | +43.1% |
| 1Y | +46.6% | -4.3% | +51.0% | +44.8% |
| 3Y | +69.6% | +35.3% | +34.2% | +40.3% |
| 5Y | +166.5% | +44.4% | +122.1% | +107.7% |
| All | +176.5% | +126.5% | +50.0% | +59.3% |
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