+1,024.7%
XLE vs BEN
+406.0%
+618.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -2.3% |
| 7D | +2.2% | +0.2% | +2.0% | +2.0% |
| 30D | +11.8% | -0.5% | +12.3% | +11.8% |
| 3M | +9.8% | +9.7% | +0.1% | +5.0% |
| 6M | +15.6% | +33.9% | -18.3% | +0.6% |
| YTD | +45.3% | +49.0% | -3.7% | +20.5% |
| 1Y | +48.3% | +42.1% | +6.2% | +25.0% |
| 3Y | +55.4% | +51.9% | +3.6% | +22.8% |
| 5Y | +216.1% | +39.0% | +177.1% | +149.4% |
| 10Y | +178.4% | +57.9% | +120.5% | +98.4% |
| All | +1,024.7% | +406.0% | +618.8% | +404.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling