+455.4%
XLE vs VWO
+328.1%
+127.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.4% |
| 7D | +2.2% | +1.1% | +1.1% | +1.4% |
| 30D | +11.8% | +2.4% | +9.4% | +9.7% |
| 3M | +9.8% | +2.0% | +7.8% | +7.3% |
| 6M | +15.6% | +10.7% | +4.9% | +4.7% |
| YTD | +45.3% | +14.4% | +30.8% | +27.9% |
| 1Y | +48.3% | +22.7% | +25.6% | +23.4% |
| 3Y | +55.4% | +64.2% | -8.8% | +1.6% |
| 5Y | +216.1% | +35.8% | +180.3% | +136.4% |
| 10Y | +178.4% | +114.7% | +63.7% | +47.0% |
| All | +455.4% | +328.1% | +127.3% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling