+163.9%
XLE vs VSH
+128.2%
+35.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.4% | -12.9% | -3.2% |
| 7D | -7.9% | +3.5% | -11.4% | -9.4% |
| 30D | -4.8% | -22.4% | +17.6% | +0.6% |
| 3M | +8.4% | -25.2% | +33.5% | +14.4% |
| 6M | +12.7% | -22.5% | +35.2% | +9.7% |
| YTD | +41.3% | +84.2% | -42.9% | -2.4% |
| 1Y | +42.3% | +87.1% | -44.8% | -2.7% |
| 3Y | +65.1% | +31.7% | +33.4% | +19.7% |
| 5Y | +150.2% | +42.6% | +107.6% | +65.3% |
| 10Y | +163.9% | +116.6% | +47.3% | +42.0% |
| All | +163.9% | +128.2% | +35.7% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling