+163.9%
XLE vs M
+3.7%
+160.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | -1.1% |
| 7D | -7.9% | +2.5% | -10.4% | -8.6% |
| 30D | -4.8% | +10.1% | -14.9% | -7.0% |
| 3M | +8.4% | -0.9% | +9.3% | +7.8% |
| 6M | +12.7% | +30.2% | -17.5% | +5.1% |
| YTD | +41.3% | +16.3% | +25.0% | +34.0% |
| 1Y | +42.3% | +27.0% | +15.3% | +32.0% |
| 3Y | +65.1% | +154.5% | -89.4% | +23.0% |
| 5Y | +150.2% | -1.1% | +151.3% | +118.2% |
| 10Y | +163.9% | +0.5% | +163.4% | +59.4% |
| All | +163.9% | +3.7% | +160.2% | +59.4% |
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