+1,024.7%
XLE vs M
+138.9%
+885.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -1.4% |
| 7D | +2.2% | +4.7% | -2.5% | +1.1% |
| 30D | +11.8% | -9.6% | +21.4% | +14.2% |
| 3M | +9.8% | +0.9% | +9.0% | +8.9% |
| 6M | +15.6% | +22.3% | -6.7% | +8.9% |
| YTD | +45.3% | +6.5% | +38.7% | +40.6% |
| 1Y | +48.3% | +38.8% | +9.5% | +34.3% |
| 3Y | +55.4% | +115.9% | -60.5% | +18.9% |
| 5Y | +216.1% | +28.6% | +187.5% | +152.5% |
| 10Y | +178.4% | -2.5% | +180.9% | +98.0% |
| All | +1,024.7% | +138.9% | +885.9% | +430.6% |
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