+1,024.7%
XLE vs VSH
+616.4%
+408.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.9% |
| 7D | +2.2% | +4.1% | -1.9% | +1.2% |
| 30D | +11.8% | -4.2% | +15.9% | +12.3% |
| 3M | +9.8% | -50.0% | +59.8% | +25.5% |
| 6M | +15.6% | +80.2% | -64.6% | -5.9% |
| YTD | +45.3% | +121.1% | -75.8% | +11.6% |
| 1Y | +48.3% | +112.0% | -63.7% | +14.2% |
| 3Y | +55.4% | +22.5% | +32.9% | +31.8% |
| 5Y | +216.1% | +64.0% | +152.1% | +144.4% |
| 10Y | +178.4% | +170.4% | +8.0% | +88.9% |
| All | +1,024.7% | +616.4% | +408.4% | +448.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling