+58.1%
XLE vs B
+164.0%
-105.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | -10.3% | +4.3% | -14.6% | -10.4% |
| 30D | -3.3% | -0.9% | -2.4% | -3.2% |
| 3M | +8.2% | -1.4% | +9.5% | +8.1% |
| 6M | +5.0% | +5.0% | 0.0% | +4.3% |
| YTD | +40.6% | -5.8% | +46.4% | +40.1% |
| 1Y | +45.0% | +25.6% | +19.4% | +39.2% |
| All | +58.1% | +164.0% | -105.9% | +31.0% |
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 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