+170.7%
XLE vs BAX
-36.7%
+207.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +2.0% |
| 7D | 0.0% | -2.4% | +2.4% | +0.6% |
| 30D | +12.6% | -9.7% | +22.4% | +15.3% |
| 3M | +11.8% | +29.3% | -17.4% | +4.0% |
| 6M | +16.1% | +40.7% | -24.6% | +4.8% |
| YTD | +46.9% | +30.3% | +16.6% | +34.1% |
| 1Y | +53.3% | +3.4% | +49.9% | +48.6% |
| 3Y | +54.9% | -32.0% | +86.9% | +65.3% |
| 5Y | +225.7% | -66.9% | +292.6% | +346.2% |
| 10Y | +170.7% | -37.1% | +207.7% | +202.2% |
| All | +170.7% | -36.7% | +207.4% | +202.2% |
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