+162.6%
XLE vs VSH
+101.2%
+61.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -1.6% |
| 7D | -12.0% | -12.9% | +0.9% | -8.9% |
| 30D | -2.7% | -36.9% | +34.1% | +9.0% |
| 3M | +6.6% | -28.8% | +35.3% | +14.0% |
| 6M | +9.5% | -30.3% | +39.8% | +9.8% |
| YTD | +40.6% | +62.4% | -21.8% | +0.8% |
| 1Y | +43.6% | +62.5% | -18.9% | +2.4% |
| 3Y | +58.1% | +7.4% | +50.7% | +23.3% |
| 5Y | +152.2% | +25.4% | +126.8% | +73.1% |
| All | +162.6% | +101.2% | +61.4% | +46.7% |
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