+179.2%
XLE vs VWO
+111.9%
+67.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +5.4% | +2.0% | +3.4% | +3.9% |
| 30D | -3.9% | -4.3% | +0.3% | -1.1% |
| 3M | +7.0% | -6.4% | +13.4% | +11.7% |
| 6M | +14.2% | -5.6% | +19.9% | +17.4% |
| YTD | +48.2% | +5.2% | +43.0% | +37.6% |
| 1Y | +47.7% | +5.2% | +42.5% | +37.1% |
| 3Y | +70.0% | +55.5% | +14.5% | +10.9% |
| 5Y | +169.1% | +25.6% | +143.5% | +110.3% |
| All | +179.2% | +111.9% | +67.3% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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