+174.3%
XLE vs B
+194.1%
-19.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | +2.2% | -1.6% | +3.8% | +2.3% |
| 30D | +11.8% | +9.4% | +2.3% | +10.5% |
| 3M | +9.8% | +5.0% | +4.8% | +8.8% |
| 6M | +15.6% | -3.5% | +19.1% | +15.2% |
| YTD | +45.3% | +4.5% | +40.8% | +42.9% |
| 1Y | +48.3% | +67.8% | -19.5% | +36.2% |
| 3Y | +55.4% | +196.7% | -141.3% | +30.1% |
| 5Y | +216.1% | +151.9% | +64.2% | +168.2% |
| All | +174.3% | +194.1% | -19.8% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling