+218.0%
XLE vs M
+27.3%
+190.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -1.2% |
| 7D | +2.2% | +4.7% | -2.5% | +1.6% |
| 30D | +11.8% | -9.6% | +21.4% | +13.1% |
| 3M | +9.8% | +0.9% | +9.0% | +9.3% |
| 6M | +15.6% | +22.3% | -6.7% | +11.9% |
| YTD | +45.3% | +6.5% | +38.7% | +42.9% |
| 1Y | +48.3% | +38.8% | +9.5% | +40.1% |
| 3Y | +55.4% | +115.9% | -60.5% | +31.9% |
| All | +218.0% | +27.3% | +190.7% | +175.5% |
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