+161.9%
XLE vs M
+0.2%
+161.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | -0.2% | -3.3% | +3.1% | +0.1% |
| 30D | -4.0% | +8.1% | -12.1% | -5.0% |
| 3M | +4.6% | +2.2% | +2.4% | +4.0% |
| 6M | +12.3% | +35.1% | -22.8% | +7.3% |
| YTD | +44.5% | +15.8% | +28.7% | +40.4% |
| 1Y | +42.4% | +25.8% | +16.6% | +36.5% |
| 3Y | +67.0% | +156.2% | -89.2% | +38.0% |
| 5Y | +161.9% | -2.4% | +164.3% | +138.3% |
| All | +161.9% | +0.2% | +161.7% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling