+54.9%
XLE vs BR
-4.7%
+59.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.5% |
| 7D | 0.0% | -5.9% | +5.9% | +0.9% |
| 30D | +12.6% | +1.9% | +10.7% | +12.2% |
| 3M | +11.8% | +14.7% | -2.8% | +9.1% |
| 6M | +16.1% | -12.8% | +28.8% | +19.5% |
| YTD | +46.9% | -23.0% | +69.9% | +56.9% |
| 1Y | +53.3% | -31.7% | +84.9% | +70.1% |
| 3Y | +54.9% | -4.8% | +59.7% | +48.2% |
| All | +54.9% | -4.7% | +59.6% | +48.2% |
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