+54.6%
XLE vs A
+26.9%
+27.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +2.2% | -1.9% | +4.1% | +2.4% |
| 30D | +11.8% | +6.9% | +4.9% | +10.7% |
| 3M | +9.8% | +9.2% | +0.6% | +8.4% |
| 6M | +15.6% | +25.7% | -10.1% | +11.5% |
| YTD | +45.3% | +11.5% | +33.7% | +43.3% |
| 1Y | +48.3% | +18.4% | +29.9% | +43.8% |
| All | +54.6% | +26.9% | +27.7% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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