+65.8%
XLE vs BG
+5.0%
+60.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -0.2% | +3.4% | -3.6% | -1.3% |
| 30D | -4.0% | -3.8% | -0.2% | -2.9% |
| 3M | +4.6% | -9.6% | +14.2% | +7.7% |
| 6M | +12.3% | -19.5% | +31.8% | +19.5% |
| YTD | +44.5% | +14.6% | +29.9% | +38.2% |
| 1Y | +42.4% | +6.6% | +35.8% | +39.0% |
| All | +65.8% | +5.0% | +60.8% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling