+161.9%
XLE vs VTV
+78.5%
+83.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +0.8% |
| 7D | -0.2% | -0.4% | +0.2% | +0.2% |
| 30D | -4.0% | +3.9% | -7.9% | -7.8% |
| 3M | +4.6% | +2.6% | +2.1% | +1.8% |
| 6M | +12.3% | +11.5% | +0.8% | -0.2% |
| YTD | +44.5% | +22.3% | +22.3% | +15.7% |
| 1Y | +42.4% | +24.5% | +17.9% | +11.7% |
| 3Y | +67.0% | +78.8% | -11.7% | -12.7% |
| 5Y | +161.9% | +78.6% | +83.3% | +36.0% |
| All | +161.9% | +78.5% | +83.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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