+62.5%
T vs XLE
+179.0%
-116.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +1.6% | +4.4% | -2.7% | +0.4% |
| 30D | -2.9% | -4.3% | +1.3% | -1.9% |
| 3M | -7.5% | +6.0% | -13.5% | -9.4% |
| 6M | -9.9% | +13.2% | -23.1% | -13.6% |
| YTD | -6.4% | +46.7% | -53.2% | -17.1% |
| 1Y | -9.4% | +46.6% | -56.0% | -19.7% |
| 3Y | +64.9% | +69.6% | -4.7% | +37.6% |
| 5Y | +57.0% | +166.5% | -109.6% | +9.0% |
| All | +62.5% | +179.0% | -116.5% | +5.3% |
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