+54.6%
XLE vs VMC
+21.0%
+33.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | +2.2% | -4.3% | +6.5% | +2.5% |
| 30D | +11.8% | -8.2% | +20.0% | +12.4% |
| 3M | +9.8% | -7.0% | +16.9% | +10.1% |
| 6M | +15.6% | -10.8% | +26.3% | +16.7% |
| YTD | +45.3% | -7.4% | +52.6% | +45.1% |
| 1Y | +48.3% | -9.5% | +57.8% | +48.5% |
| All | +54.6% | +21.0% | +33.6% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling