+163.9%
XLE vs M
-3.0%
+167.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -6.7% | +5.0% | -11.7% | -7.8% |
| 30D | -4.4% | +10.6% | -15.0% | -6.7% |
| 3M | +4.0% | +1.6% | +2.4% | +3.0% |
| 6M | +13.2% | +30.8% | -17.7% | +5.4% |
| YTD | +41.9% | +16.9% | +25.0% | +34.4% |
| 1Y | +41.6% | +26.3% | +15.4% | +31.6% |
| 3Y | +64.0% | +158.6% | -94.6% | +21.7% |
| 5Y | +158.1% | +2.1% | +156.0% | +123.2% |
| 10Y | +163.9% | -4.3% | +168.3% | +58.1% |
| All | +163.9% | -3.0% | +167.0% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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