+170.7%
XLE vs BB
+3.3%
+167.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.9% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | +12.6% | -12.4% | +25.0% | +14.2% |
| 3M | +11.8% | -15.3% | +27.1% | +12.8% |
| 6M | +16.1% | +128.8% | -112.7% | +2.7% |
| YTD | +46.9% | +107.7% | -60.8% | +31.4% |
| 1Y | +53.3% | +103.9% | -50.6% | +36.7% |
| 3Y | +54.9% | +72.6% | -17.7% | +35.4% |
| 5Y | +225.7% | -24.3% | +250.0% | +209.8% |
| 10Y | +170.7% | +3.1% | +167.5% | +80.2% |
| All | +170.7% | +3.3% | +167.4% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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