+152.2%
XLE vs B
+143.5%
+8.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | -10.3% | +4.3% | -14.6% | -10.7% |
| 30D | -3.3% | -0.9% | -2.4% | -3.3% |
| 3M | +8.2% | -1.4% | +9.5% | +7.9% |
| 6M | +5.0% | +5.0% | 0.0% | +3.3% |
| YTD | +40.6% | -5.8% | +46.4% | +39.4% |
| 1Y | +45.0% | +25.6% | +19.4% | +36.4% |
| 3Y | +56.3% | +161.6% | -105.3% | +23.5% |
| 5Y | +152.2% | +135.2% | +17.0% | +113.6% |
| All | +152.2% | +143.5% | +8.7% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling