+1,580.2%
BE vs XLE
+54.2%
+1,526.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.2% | +7.8% |
| 7D | +20.0% | +2.2% | +17.8% | +18.4% |
| 30D | +7.9% | +11.8% | -3.9% | +0.6% |
| 3M | -13.2% | +9.8% | -23.0% | -18.7% |
| 6M | +53.5% | +15.6% | +37.9% | +35.4% |
| YTD | +191.0% | +45.3% | +145.8% | +111.4% |
| 1Y | +360.5% | +48.3% | +312.2% | +225.5% |
| All | +1,580.2% | +54.2% | +1,526.0% | +989.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling