+225.7%
XLE vs BG
+84.8%
+140.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | -0.6% |
| 7D | 0.0% | +2.4% | -2.4% | -1.0% |
| 30D | +12.6% | +15.0% | -2.4% | +6.3% |
| 3M | +11.8% | -0.7% | +12.5% | +11.6% |
| 6M | +16.1% | +7.5% | +8.6% | +11.9% |
| YTD | +46.9% | +41.6% | +5.3% | +26.2% |
| 1Y | +53.3% | +50.7% | +2.6% | +27.3% |
| 3Y | +54.9% | +20.3% | +34.6% | +39.6% |
| 5Y | +225.7% | +85.2% | +140.5% | +118.4% |
| All | +225.7% | +84.8% | +140.9% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling