+49.9%
XLE vs MKTX
+5.4%
+44.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -7.2% | +0.5% | -7.7% | -7.2% |
| 30D | +0.1% | +1.0% | -0.8% | +0.1% |
| 3M | +9.2% | +2.5% | +6.7% | +9.0% |
| 6M | +8.4% | +8.0% | +0.3% | +9.6% |
| YTD | +44.9% | -7.3% | +52.2% | +50.2% |
| 1Y | +49.9% | +4.7% | +45.2% | +51.6% |
| All | +49.9% | +5.4% | +44.5% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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