+844.5%
XLE vs BLK
+13,445.8%
-12,601.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | +2.2% | -3.6% | +5.8% | +3.5% |
| 30D | +11.8% | -1.0% | +12.8% | +12.0% |
| 3M | +9.8% | +10.4% | -0.5% | +5.2% |
| 6M | +15.6% | +8.2% | +7.4% | +10.6% |
| YTD | +45.3% | +6.0% | +39.2% | +39.5% |
| 1Y | +48.3% | +3.3% | +45.0% | +43.5% |
| 3Y | +55.4% | +70.3% | -14.8% | +23.2% |
| 5Y | +216.1% | +34.5% | +181.6% | +168.0% |
| 10Y | +178.4% | +281.9% | -103.5% | +61.3% |
| All | +844.5% | +13,445.8% | -12,601.3% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling