+173.9%
XLE vs B
+203.3%
-29.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | -0.2% | -2.7% | +2.4% | 0.0% |
| 30D | -4.0% | -4.3% | +0.3% | -3.7% |
| 3M | +4.6% | -2.3% | +6.9% | +4.5% |
| 6M | +12.3% | -16.2% | +28.5% | +13.7% |
| YTD | +44.5% | -8.8% | +53.4% | +43.8% |
| 1Y | +42.4% | +11.4% | +31.1% | +37.9% |
| 3Y | +67.0% | +174.3% | -107.2% | +40.6% |
| 5Y | +161.9% | +116.2% | +45.7% | +125.5% |
| 10Y | +173.9% | +222.7% | -48.9% | +124.6% |
| All | +173.9% | +203.3% | -29.5% | +124.6% |
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