+1,019.2%
XLE vs COST
+4,933.8%
-3,914.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.3% |
| 7D | -0.2% | +3.9% | -4.2% | -1.2% |
| 30D | -4.0% | +13.5% | -17.5% | -7.2% |
| 3M | +4.6% | +15.3% | -10.7% | +0.6% |
| 6M | +12.3% | +9.2% | +3.2% | +9.4% |
| YTD | +44.5% | +26.9% | +17.7% | +35.1% |
| 1Y | +42.4% | +19.7% | +22.7% | +35.1% |
| 3Y | +67.0% | +96.0% | -29.0% | +37.2% |
| 5Y | +161.9% | +124.0% | +37.9% | +104.5% |
| 10Y | +173.9% | +760.6% | -586.8% | +47.6% |
| All | +1,019.2% | +4,933.8% | -3,914.6% | +309.1% |
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