+571.7%
QQQ vs XLE
+175.5%
+396.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | -0.6% | +8.5% | -9.2% | -3.1% |
| 3M | +1.3% | +14.6% | -13.3% | -3.1% |
| 6M | +18.1% | +17.6% | +0.6% | +11.6% |
| YTD | +16.9% | +48.1% | -31.2% | +2.4% |
| 1Y | +24.0% | +53.8% | -29.8% | +7.1% |
| 3Y | +95.6% | +56.2% | +39.4% | +66.6% |
| 5Y | +94.5% | +227.7% | -133.2% | +27.2% |
| 10Y | +571.7% | +181.3% | +390.4% | +355.8% |
| All | +571.7% | +175.5% | +396.2% | +355.8% |
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