+730.6%
XLE vs VO
+822.0%
-91.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -6.7% | -0.2% | -6.5% | -6.7% |
| 30D | -4.4% | +0.5% | -4.9% | -5.2% |
| 3M | +4.0% | -1.1% | +5.1% | +4.7% |
| 6M | +13.2% | +6.4% | +6.8% | +4.9% |
| YTD | +41.9% | +13.5% | +28.4% | +21.8% |
| 1Y | +41.6% | +13.6% | +28.1% | +21.4% |
| 3Y | +64.0% | +65.2% | -1.2% | -6.9% |
| 5Y | +158.1% | +37.7% | +120.4% | +72.7% |
| 10Y | +163.9% | +198.4% | -34.4% | -22.3% |
| All | +730.6% | +822.0% | -91.4% | -20.0% |
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