+177.8%
XLE vs BG
+166.7%
+11.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +1.1% |
| 7D | +1.7% | +3.1% | -1.4% | +0.2% |
| 30D | +6.7% | +10.2% | -3.5% | +1.8% |
| 3M | +14.9% | -1.7% | +16.5% | +15.1% |
| 6M | +15.9% | +1.0% | +14.9% | +14.3% |
| YTD | +47.7% | +39.9% | +7.8% | +24.8% |
| 1Y | +50.7% | +53.2% | -2.5% | +20.9% |
| 3Y | +57.9% | +16.3% | +41.6% | +41.2% |
| 5Y | +227.0% | +83.9% | +143.1% | +125.8% |
| All | +177.8% | +166.7% | +11.1% | +42.3% |
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