+988.3%
XLE vs BAX
+157.2%
+831.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -12.0% | +12.1% | -24.1% | -15.0% |
| 30D | -2.7% | +7.6% | -10.3% | -5.3% |
| 3M | +6.6% | -4.5% | +11.1% | +7.2% |
| 6M | +9.5% | +52.0% | -42.5% | -5.1% |
| YTD | +40.6% | +35.1% | +5.4% | +24.1% |
| 1Y | +43.6% | +43.7% | -0.1% | +24.2% |
| 3Y | +58.1% | -20.9% | +79.0% | +58.7% |
| 5Y | +152.2% | -63.5% | +215.7% | +218.9% |
| 10Y | +172.9% | -36.0% | +208.9% | +182.1% |
| All | +988.3% | +157.2% | +831.1% | +687.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling