+54.6%
XLE vs B
+198.7%
-144.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | +2.2% | -1.6% | +3.8% | +2.3% |
| 30D | +11.8% | +9.4% | +2.3% | +11.2% |
| 3M | +9.8% | +5.0% | +4.8% | +9.5% |
| 6M | +15.6% | -3.5% | +19.1% | +16.2% |
| YTD | +45.3% | +4.5% | +40.8% | +44.1% |
| 1Y | +48.3% | +67.8% | -19.5% | +37.2% |
| All | +54.6% | +198.7% | -144.1% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling