+176.5%
XLE vs BR
+275.8%
-99.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +4.4% | -1.3% | +5.6% | +4.9% |
| 30D | -4.3% | +13.7% | -17.9% | -9.3% |
| 3M | +6.0% | +13.8% | -7.8% | +0.1% |
| 6M | +13.2% | +29.7% | -16.5% | +0.6% |
| YTD | +46.7% | -12.6% | +59.3% | +53.1% |
| 1Y | +46.6% | -12.4% | +59.1% | +52.7% |
| 3Y | +69.6% | +14.1% | +55.4% | +52.9% |
| 5Y | +166.5% | +18.7% | +147.9% | +130.5% |
| All | +176.5% | +275.8% | -99.3% | +70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling