+177.8%
XLE vs BR
+189.7%
-11.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.7% | -3.0% | +4.7% | +2.9% |
| 30D | +6.7% | -0.3% | +7.0% | +6.6% |
| 3M | +14.9% | +17.3% | -2.4% | +6.9% |
| 6M | +15.9% | -6.7% | +22.6% | +18.0% |
| YTD | +47.7% | -23.4% | +71.1% | +62.8% |
| 1Y | +50.7% | -32.7% | +83.4% | +75.9% |
| 3Y | +57.9% | -5.9% | +63.8% | +55.1% |
| 5Y | +227.0% | +8.4% | +218.6% | +191.7% |
| All | +177.8% | +189.7% | -11.9% | +78.4% |
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