+173.9%
XLE vs RF
+241.0%
-67.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -0.2% | -1.3% | +1.1% | +0.4% |
| 30D | -4.0% | +4.6% | -8.6% | -6.3% |
| 3M | +4.6% | -8.4% | +13.1% | +9.0% |
| 6M | +12.3% | +8.9% | +3.4% | +6.5% |
| YTD | +44.5% | +8.8% | +35.7% | +35.6% |
| 1Y | +42.4% | +18.9% | +23.5% | +27.3% |
| 3Y | +67.0% | +116.0% | -48.9% | +4.4% |
| 5Y | +161.9% | +46.0% | +115.9% | +92.3% |
| 10Y | +173.9% | +231.7% | -57.9% | +23.6% |
| All | +173.9% | +241.0% | -67.2% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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