+149.9%
XLE vs B
+134.6%
+15.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -12.0% | +9.6% | -21.6% | -12.8% |
| 30D | -2.7% | +3.5% | -6.3% | -3.2% |
| 3M | +6.6% | -1.6% | +8.2% | +6.3% |
| 6M | +9.5% | -1.7% | +11.2% | +8.9% |
| YTD | +40.6% | -5.3% | +45.9% | +39.3% |
| 1Y | +43.6% | +27.2% | +16.4% | +34.9% |
| 3Y | +58.1% | +166.1% | -108.0% | +24.4% |
| All | +149.9% | +134.6% | +15.3% | +112.0% |
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 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