+58.3%
XLE vs BLK
+64.8%
-6.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.3% |
| 7D | +0.3% | -2.7% | +3.0% | +0.8% |
| 30D | +8.5% | -4.8% | +13.3% | +9.5% |
| 3M | +14.6% | +6.5% | +8.1% | +12.4% |
| 6M | +17.6% | +13.2% | +4.4% | +12.4% |
| YTD | +48.1% | +1.8% | +46.3% | +45.9% |
| 1Y | +53.8% | -1.0% | +54.8% | +52.7% |
| All | +58.3% | +64.8% | -6.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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