+149.9%
XLE vs VMC
+42.5%
+107.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -12.0% | +0.5% | -12.5% | -12.1% |
| 30D | -2.7% | +15.8% | -18.6% | -5.1% |
| 3M | +6.6% | +0.6% | +6.0% | +6.3% |
| 6M | +9.5% | -4.0% | +13.6% | +9.9% |
| YTD | +40.6% | -0.3% | +40.9% | +38.9% |
| 1Y | +43.6% | -0.5% | +44.1% | +41.9% |
| 3Y | +58.1% | +39.6% | +18.5% | +40.2% |
| All | +149.9% | +42.5% | +107.5% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling