+166.9%
XLE vs VTEB
+2.5%
+164.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +0.9% |
| 7D | +5.4% | -1.2% | +6.6% | +5.1% |
| 30D | -3.9% | +2.5% | -6.4% | -3.5% |
| 3M | +7.0% | -1.7% | +8.7% | +6.4% |
| 6M | +14.2% | -1.2% | +15.4% | +13.7% |
| YTD | +48.2% | -0.5% | +48.7% | +47.6% |
| 1Y | +47.7% | -0.1% | +47.8% | +47.1% |
| 3Y | +70.0% | +10.5% | +59.5% | +68.1% |
| All | +166.9% | +2.5% | +164.4% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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