+710.1%
GOOG vs XLE
+179.0%
+531.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | +4.8% | +4.4% | +0.4% | +3.6% |
| 30D | -15.5% | -4.3% | -11.2% | -14.6% |
| 3M | -13.7% | +6.0% | -19.7% | -15.5% |
| 6M | -23.0% | +13.2% | -36.2% | -26.4% |
| YTD | -5.7% | +46.7% | -52.4% | -17.7% |
| 1Y | +3.0% | +46.6% | -43.6% | -10.1% |
| 3Y | +122.4% | +69.6% | +52.8% | +82.7% |
| 5Y | +99.2% | +166.5% | -67.3% | +35.5% |
| All | +710.1% | +179.0% | +531.1% | +451.9% |
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