+179.2%
XLE vs BND
+17.2%
+161.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +5.4% | -1.4% | +6.9% | +5.3% |
| 30D | -3.9% | +0.6% | -4.5% | -3.9% |
| 3M | +7.0% | -1.6% | +8.6% | +6.8% |
| 6M | +14.2% | -1.5% | +15.8% | +14.1% |
| YTD | +48.2% | -1.5% | +49.6% | +48.0% |
| 1Y | +47.7% | -1.1% | +48.8% | +47.5% |
| 3Y | +70.0% | +13.6% | +56.4% | +69.4% |
| 5Y | +169.1% | -1.8% | +171.0% | +170.7% |
| All | +179.2% | +17.2% | +161.9% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 10y: compounded portfolio wealth divided by compounded BND 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…
10y analysis · Full analysis span regression · 6 months rolling