+176.5%
XLE vs BG
+107.5%
+68.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +4.4% | +1.5% | +2.9% | +3.7% |
| 30D | -4.3% | -7.0% | +2.8% | -1.2% |
| 3M | +6.0% | -10.0% | +16.0% | +10.7% |
| 6M | +13.2% | -19.8% | +33.0% | +24.2% |
| YTD | +46.7% | +14.3% | +32.5% | +35.4% |
| 1Y | +46.6% | +6.5% | +40.1% | +39.8% |
| 3Y | +69.6% | +4.4% | +65.2% | +58.1% |
| 5Y | +166.5% | +20.2% | +146.3% | +124.8% |
| All | +176.5% | +107.5% | +68.9% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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