+746.1%
XLE vs VO
+833.6%
-87.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +0.5% |
| 7D | -0.2% | +0.2% | -0.5% | -0.5% |
| 30D | -4.0% | +2.0% | -6.0% | -6.2% |
| 3M | +4.6% | -0.3% | +4.9% | +4.4% |
| 6M | +12.3% | +7.3% | +5.0% | +3.2% |
| YTD | +44.5% | +15.0% | +29.6% | +22.5% |
| 1Y | +42.4% | +14.7% | +27.7% | +20.8% |
| 3Y | +67.0% | +67.3% | -0.3% | -6.4% |
| 5Y | +161.9% | +38.8% | +123.1% | +73.9% |
| 10Y | +173.9% | +201.6% | -27.7% | -20.3% |
| All | +746.1% | +833.6% | -87.6% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 all: compounded portfolio wealth divided by compounded VO 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…
all analysis · Full analysis span regression · 6 months rolling