+15.6%
XLE vs VMC
-11.2%
+26.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.6% |
| 7D | +2.2% | -4.3% | +6.5% | +0.8% |
| 30D | +11.8% | -8.2% | +20.0% | +8.7% |
| 3M | +9.8% | -7.0% | +16.9% | +8.2% |
| 6M | +15.6% | -10.8% | +26.3% | +14.6% |
| All | +15.6% | -11.2% | +26.7% | +14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling