+270.7%
XLE vs BND
+74.8%
+195.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.3% |
| 7D | +4.4% | -1.4% | +5.8% | +3.8% |
| 30D | -4.3% | +0.8% | -5.1% | -3.9% |
| 3M | +6.0% | -1.2% | +7.2% | +5.5% |
| 6M | +13.2% | -1.4% | +14.6% | +12.7% |
| YTD | +46.7% | -1.3% | +48.1% | +46.1% |
| 1Y | +46.6% | -1.2% | +47.9% | +46.1% |
| 3Y | +69.6% | +13.7% | +55.9% | +78.1% |
| 5Y | +166.5% | -1.7% | +168.2% | +162.0% |
| 10Y | +178.0% | +17.2% | +160.9% | +208.4% |
| All | +270.7% | +74.8% | +195.9% | +363.4% |
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 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