+64.0%
XLE vs BR
+15.5%
+48.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -6.7% | +5.0% | -11.7% | -7.3% |
| 30D | -4.4% | +16.6% | -21.0% | -6.5% |
| 3M | +4.0% | +12.0% | -8.0% | +2.2% |
| 6M | +13.2% | +30.7% | -17.6% | +8.4% |
| YTD | +41.9% | -11.9% | +53.8% | +48.5% |
| 1Y | +41.6% | -11.6% | +53.2% | +48.0% |
| 3Y | +64.0% | +15.0% | +49.0% | +54.7% |
| All | +64.0% | +15.5% | +48.4% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling