+70.0%
XLE vs VWO
+56.0%
+14.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +5.4% | +2.0% | +3.4% | +5.0% |
| 30D | -3.9% | -4.3% | +0.3% | -3.0% |
| 3M | +7.0% | -6.4% | +13.4% | +8.5% |
| 6M | +14.2% | -5.6% | +19.9% | +15.3% |
| YTD | +48.2% | +5.2% | +43.0% | +41.9% |
| 1Y | +47.7% | +5.2% | +42.5% | +41.4% |
| 3Y | +70.0% | +55.5% | +14.5% | +29.0% |
| All | +70.0% | +56.0% | +14.0% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling