+369.8%
XLE vs U
-32.9%
+402.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.5% |
| 7D | -6.7% | +24.4% | -31.1% | -7.3% |
| 30D | -4.4% | +7.4% | -11.8% | -4.7% |
| 3M | +4.0% | +16.8% | -12.8% | +3.4% |
| 6M | +13.2% | +78.8% | -65.6% | +10.8% |
| YTD | +41.9% | +14.0% | +27.9% | +40.6% |
| 1Y | +41.6% | +16.7% | +24.9% | +40.1% |
| 3Y | +64.0% | +86.4% | -22.4% | +55.6% |
| 5Y | +158.1% | -71.5% | +229.6% | +141.9% |
| All | +369.8% | -32.9% | +402.6% | +332.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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