+1,024.7%
XLE vs B
+256.4%
+768.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | +2.2% | -1.6% | +3.8% | +2.4% |
| 30D | +11.8% | +9.4% | +2.3% | +9.6% |
| 3M | +9.8% | +5.0% | +4.8% | +8.0% |
| 6M | +15.6% | -3.5% | +19.1% | +14.5% |
| YTD | +45.3% | +4.5% | +40.8% | +41.1% |
| 1Y | +48.3% | +67.8% | -19.5% | +30.5% |
| 3Y | +55.4% | +196.7% | -141.3% | +20.2% |
| 5Y | +216.1% | +151.9% | +64.2% | +148.4% |
| 10Y | +178.4% | +202.2% | -23.8% | +97.7% |
| All | +1,024.7% | +256.4% | +768.3% | +541.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling