+48.3%
XLE vs BR
-29.1%
+77.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.9% |
| 7D | +2.2% | -5.3% | +7.5% | +2.1% |
| 30D | +11.8% | +6.4% | +5.3% | +11.9% |
| 3M | +9.8% | +13.6% | -3.8% | +10.3% |
| 6M | +15.6% | -6.7% | +22.3% | +14.2% |
| YTD | +45.3% | -21.1% | +66.4% | +45.2% |
| 1Y | +48.3% | -29.6% | +77.9% | +44.0% |
| All | +48.3% | -29.1% | +77.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling