+58.1%
XLE vs B
+165.5%
-107.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | 0.0% |
| 7D | -12.0% | +9.6% | -21.6% | -12.2% |
| 30D | -2.7% | +3.5% | -6.3% | -2.8% |
| 3M | +6.6% | -1.6% | +8.2% | +6.5% |
| 6M | +9.5% | -1.7% | +11.2% | +9.4% |
| YTD | +40.6% | -5.3% | +45.9% | +40.1% |
| 1Y | +43.6% | +27.2% | +16.4% | +37.7% |
| 3Y | +58.1% | +166.1% | -108.0% | +30.9% |
| All | +58.1% | +165.5% | -107.4% | +30.9% |
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