+988.5%
XLE vs M
+152.8%
+835.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +2.9% | -1.7% |
| 7D | -10.3% | -2.1% | -8.2% | -10.0% |
| 30D | -3.3% | +7.7% | -11.0% | -5.3% |
| 3M | +8.2% | -4.4% | +12.5% | +8.5% |
| 6M | +5.0% | +27.5% | -22.5% | -2.2% |
| YTD | +40.6% | +12.8% | +27.8% | +33.6% |
| 1Y | +45.0% | +20.7% | +24.3% | +35.2% |
| 3Y | +56.3% | +111.3% | -55.0% | +19.9% |
| 5Y | +152.2% | -6.3% | +158.5% | +119.6% |
| 10Y | +173.0% | +1.5% | +171.5% | +91.6% |
| All | +988.5% | +152.8% | +835.7% | +404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling