+158.1%
XLE vs BR
+18.6%
+139.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -6.7% | +5.0% | -11.7% | -7.6% |
| 30D | -4.4% | +16.6% | -21.0% | -7.4% |
| 3M | +4.0% | +12.0% | -8.0% | +1.4% |
| 6M | +13.2% | +30.7% | -17.6% | +6.5% |
| YTD | +41.9% | -11.9% | +53.8% | +46.7% |
| 1Y | +41.6% | -11.6% | +53.2% | +46.2% |
| 3Y | +64.0% | +15.0% | +49.0% | +56.8% |
| 5Y | +158.1% | +18.1% | +140.0% | +144.0% |
| All | +158.1% | +18.6% | +139.5% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling