+641.7%
BE vs XLE
+134.6%
+507.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.7% |
| 7D | -13.4% | -6.7% | -6.7% | -8.1% |
| 30D | -33.9% | -4.4% | -29.5% | -31.9% |
| 3M | -12.0% | +4.0% | -16.0% | -16.0% |
| 6M | -29.0% | +13.2% | -42.1% | -38.3% |
| YTD | +113.4% | +41.9% | +71.5% | +52.2% |
| 1Y | +33.2% | +41.6% | -8.5% | -5.3% |
| 3Y | +1,659.2% | +64.0% | +1,595.2% | +1,001.0% |
| 5Y | +461.4% | +158.1% | +303.3% | +123.6% |
| All | +641.7% | +134.6% | +507.1% | +110.9% |
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