+988.5%
XLE vs B
+221.3%
+767.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -10.3% | +4.3% | -14.6% | -11.2% |
| 30D | -3.3% | -0.9% | -2.4% | -3.5% |
| 3M | +8.2% | -1.4% | +9.5% | +7.6% |
| 6M | +5.0% | +5.0% | 0.0% | +2.4% |
| YTD | +40.6% | -5.8% | +46.4% | +38.6% |
| 1Y | +45.0% | +25.6% | +19.4% | +35.0% |
| 3Y | +56.3% | +161.6% | -105.3% | +23.3% |
| 5Y | +152.2% | +135.2% | +17.0% | +100.0% |
| 10Y | +173.0% | +170.7% | +2.2% | +97.7% |
| All | +988.5% | +221.3% | +767.2% | +530.1% |
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