+48.3%
XLE vs B
+70.0%
-21.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -1.0% |
| 7D | +2.2% | -1.6% | +3.8% | +2.1% |
| 30D | +11.8% | +9.4% | +2.3% | +12.4% |
| 3M | +9.8% | +5.0% | +4.8% | +10.6% |
| 6M | +15.6% | -3.5% | +19.1% | +17.4% |
| YTD | +45.3% | +4.5% | +40.8% | +46.8% |
| 1Y | +48.3% | +67.8% | -19.5% | +52.7% |
| All | +48.3% | +70.0% | -21.7% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling