+163.9%
XLE vs BAX
-35.6%
+199.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | 0.0% |
| 7D | -7.9% | +9.0% | -16.9% | -9.8% |
| 30D | -4.8% | +8.5% | -13.3% | -6.9% |
| 3M | +8.4% | -4.1% | +12.5% | +8.9% |
| 6M | +12.7% | +46.9% | -34.3% | +1.0% |
| YTD | +41.3% | +38.4% | +2.9% | +26.7% |
| 1Y | +42.3% | +47.0% | -4.7% | +25.2% |
| 3Y | +65.1% | -14.9% | +80.0% | +64.1% |
| 5Y | +150.2% | -62.5% | +212.7% | +227.7% |
| 10Y | +163.9% | -33.9% | +197.8% | +210.4% |
| All | +163.9% | -35.6% | +199.6% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling