+163.9%
XLE vs BEN
+70.4%
+93.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.8% | -2.1% |
| 7D | -7.9% | +12.2% | -20.1% | -12.4% |
| 30D | -4.8% | +12.1% | -16.9% | -9.7% |
| 3M | +8.4% | +7.3% | +1.1% | +4.5% |
| 6M | +12.7% | +17.9% | -5.2% | +3.5% |
| YTD | +41.3% | +55.4% | -14.2% | +13.4% |
| 1Y | +42.3% | +69.3% | -27.0% | +9.8% |
| 3Y | +65.1% | +82.8% | -17.8% | +17.1% |
| 5Y | +150.2% | +28.8% | +121.4% | +104.4% |
| 10Y | +163.9% | +53.9% | +110.0% | +62.8% |
| All | +163.9% | +70.4% | +93.5% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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