+257.0%
XLE vs BND
+76.6%
+180.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -7.9% | +0.4% | -8.3% | -7.7% |
| 30D | -4.8% | +2.0% | -6.8% | -4.1% |
| 3M | +8.4% | -0.4% | +8.7% | +8.2% |
| 6M | +12.7% | -0.9% | +13.6% | +12.4% |
| YTD | +41.3% | -0.3% | +41.6% | +41.3% |
| 1Y | +42.3% | 0.0% | +42.3% | +42.4% |
| 3Y | +65.1% | +15.1% | +50.0% | +74.2% |
| 5Y | +150.2% | -1.5% | +151.7% | +146.0% |
| 10Y | +163.9% | +17.6% | +146.3% | +192.4% |
| All | +257.0% | +76.6% | +180.4% | +348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling