+67.7%
T vs XLE
+217.6%
-149.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.8% |
| 7D | -1.3% | +2.2% | -3.5% | -1.7% |
| 30D | +11.4% | +11.8% | -0.4% | +8.9% |
| 3M | +14.3% | +9.8% | +4.5% | +12.1% |
| 6M | -9.3% | +15.6% | -24.8% | -11.9% |
| YTD | +7.1% | +45.3% | -38.2% | -0.4% |
| 1Y | -9.1% | +48.3% | -57.4% | -15.8% |
| 3Y | +105.3% | +55.4% | +49.9% | +86.6% |
| All | +67.7% | +217.6% | -149.9% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling