+675.5%
BE vs XLE
+133.6%
+542.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.4% | +11.5% |
| 7D | -1.2% | -7.9% | +6.7% | +5.7% |
| 30D | -30.9% | -4.8% | -26.1% | -28.5% |
| 3M | -11.6% | +8.4% | -20.0% | -18.6% |
| 6M | -25.7% | +12.7% | -38.4% | -35.3% |
| YTD | +123.1% | +41.3% | +81.8% | +59.7% |
| 1Y | +43.4% | +42.3% | +1.1% | +1.6% |
| 3Y | +1,683.6% | +65.1% | +1,618.6% | +1,009.6% |
| 5Y | +465.4% | +150.2% | +315.2% | +131.7% |
| All | +675.5% | +133.6% | +542.0% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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