+738.2%
XLE vs BG
+940.3%
-202.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | -0.2% | +3.4% | -3.6% | -1.6% |
| 30D | -4.0% | -3.8% | -0.2% | -2.7% |
| 3M | +4.6% | -9.6% | +14.2% | +8.4% |
| 6M | +12.3% | -19.5% | +31.8% | +21.4% |
| YTD | +44.5% | +14.6% | +29.9% | +35.3% |
| 1Y | +42.4% | +6.6% | +35.8% | +37.0% |
| 3Y | +67.0% | +4.7% | +62.4% | +57.8% |
| 5Y | +161.9% | +22.1% | +139.9% | +129.1% |
| 10Y | +173.9% | +109.2% | +64.7% | +84.5% |
| All | +738.2% | +940.3% | -202.1% | +362.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling