+42.4%
XLE vs M
+25.7%
+16.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.8% |
| 7D | -0.2% | -3.3% | +3.1% | -0.5% |
| 30D | -4.0% | +8.1% | -12.1% | -3.3% |
| 3M | +4.6% | +2.2% | +2.4% | +5.1% |
| 6M | +12.3% | +35.1% | -22.8% | +14.5% |
| YTD | +44.5% | +15.8% | +28.7% | +49.1% |
| 1Y | +42.4% | +25.8% | +16.6% | +45.8% |
| All | +42.4% | +25.7% | +16.7% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling