+176.9%
XLE vs VWO
+115.6%
+61.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.6% |
| 7D | +0.5% | -1.7% | +2.2% | +1.8% |
| 30D | +6.6% | -0.3% | +6.9% | +6.7% |
| 3M | +12.3% | +4.0% | +8.3% | +8.2% |
| 6M | +18.4% | +8.1% | +10.3% | +9.1% |
| YTD | +47.2% | +11.6% | +35.6% | +31.6% |
| 1Y | +50.3% | +16.2% | +34.0% | +29.7% |
| 3Y | +55.3% | +63.3% | -8.0% | -1.4% |
| 5Y | +226.0% | +33.4% | +192.6% | +145.1% |
| All | +176.9% | +115.6% | +61.3% | +39.3% |
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