+1,024.7%
XLE vs COST
+4,132.1%
-3,107.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | +2.2% | -3.1% | +5.3% | +3.1% |
| 30D | +11.8% | -2.8% | +14.6% | +12.6% |
| 3M | +9.8% | -5.7% | +15.5% | +11.4% |
| 6M | +15.6% | -8.8% | +24.3% | +18.1% |
| YTD | +45.3% | +6.7% | +38.6% | +42.4% |
| 1Y | +48.3% | -3.6% | +51.9% | +49.0% |
| 3Y | +55.4% | +75.1% | -19.6% | +31.6% |
| 5Y | +216.1% | +108.9% | +107.2% | +151.2% |
| 10Y | +178.4% | +586.2% | -407.8% | +59.3% |
| All | +1,024.7% | +4,132.1% | -3,107.4% | +330.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 all: compounded portfolio wealth divided by compounded COST 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…
all analysis · Full analysis span regression · 6 months rolling