+166.9%
XLE vs VSH
+38.9%
+128.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.5% |
| 7D | +5.4% | +14.3% | -8.9% | +3.5% |
| 30D | -3.9% | -7.9% | +3.9% | -3.6% |
| 3M | +7.0% | -19.9% | +26.9% | +8.8% |
| 6M | +14.2% | -30.5% | +44.7% | +14.7% |
| YTD | +48.2% | +85.7% | -37.5% | +19.7% |
| 1Y | +47.7% | +98.9% | -51.3% | +17.3% |
| 3Y | +70.0% | +32.1% | +37.9% | +41.6% |
| All | +166.9% | +38.9% | +128.0% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling