+167.2%
XLE vs C
+227.2%
-60.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -12.0% | -2.4% | -9.6% | -10.9% |
| 30D | -2.7% | -6.0% | +3.2% | +0.1% |
| 3M | +6.6% | -10.5% | +17.1% | +12.3% |
| 6M | +9.5% | -5.7% | +15.2% | +10.7% |
| YTD | +40.6% | +4.1% | +36.4% | +31.4% |
| 1Y | +43.6% | +20.5% | +23.1% | +22.8% |
| 3Y | +58.1% | +208.1% | -150.0% | -27.9% |
| 5Y | +152.2% | +110.4% | +41.8% | +42.7% |
| All | +167.2% | +227.2% | -60.0% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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