+176.9%
XLE vs MKTX
+5.1%
+171.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.5% | -0.2% | +0.6% | +0.5% |
| 30D | +6.6% | +0.8% | +5.7% | +6.5% |
| 3M | +12.3% | +41.1% | -28.9% | +7.7% |
| 6M | +18.4% | -9.5% | +27.9% | +19.3% |
| YTD | +47.2% | -8.7% | +55.9% | +48.1% |
| 1Y | +50.3% | -10.0% | +60.2% | +51.2% |
| 3Y | +55.3% | -24.6% | +79.9% | +57.2% |
| 5Y | +226.0% | -60.3% | +286.3% | +253.6% |
| All | +176.9% | +5.1% | +171.8% | +147.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling