+163.9%
XLE vs C
+229.8%
-65.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -1.9% | -0.8% |
| 7D | -7.9% | -0.9% | -7.0% | -7.5% |
| 30D | -4.8% | -5.4% | +0.6% | -2.4% |
| 3M | +8.4% | -9.2% | +17.5% | +13.3% |
| 6M | +12.7% | -1.8% | +14.5% | +11.4% |
| YTD | +41.3% | +6.7% | +34.6% | +30.4% |
| 1Y | +42.3% | +23.5% | +18.8% | +20.1% |
| 3Y | +65.1% | +219.8% | -154.7% | -26.3% |
| 5Y | +150.2% | +112.4% | +37.8% | +41.2% |
| 10Y | +163.9% | +220.1% | -56.2% | +15.8% |
| All | +163.9% | +229.8% | -65.9% | +15.8% |
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