+163.9%
XLE vs B
+183.2%
-19.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.1% |
| 7D | -7.9% | +11.3% | -19.2% | -8.9% |
| 30D | -4.8% | +2.9% | -7.8% | -5.2% |
| 3M | +8.4% | -2.9% | +11.2% | +8.3% |
| 6M | +12.7% | -1.2% | +13.9% | +12.0% |
| YTD | +41.3% | -1.3% | +42.6% | +39.6% |
| 1Y | +42.3% | +30.4% | +11.9% | +35.3% |
| 3Y | +65.1% | +195.3% | -130.2% | +38.1% |
| 5Y | +150.2% | +146.2% | +4.0% | +112.9% |
| 10Y | +163.9% | +200.5% | -36.6% | +115.1% |
| All | +163.9% | +183.2% | -19.3% | +115.1% |
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