+217.9%
XLE vs VWO
+34.0%
+183.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +1.7% | -1.8% | +3.5% | +2.4% |
| 30D | +6.7% | -0.1% | +6.8% | +6.7% |
| 3M | +14.9% | +2.2% | +12.6% | +13.4% |
| 6M | +15.9% | +8.8% | +7.1% | +10.1% |
| YTD | +47.7% | +12.4% | +35.3% | +37.5% |
| 1Y | +50.7% | +15.6% | +35.1% | +37.9% |
| 3Y | +57.9% | +62.5% | -4.6% | +17.5% |
| All | +217.9% | +34.0% | +183.9% | +163.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling