+166.9%
XLE vs U
-73.3%
+240.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.3% | +0.8% |
| 7D | +5.4% | +2.6% | +2.9% | +5.3% |
| 30D | -3.9% | +27.6% | -31.5% | -4.9% |
| 3M | +7.0% | +15.3% | -8.3% | +6.3% |
| 6M | +14.2% | +96.4% | -82.2% | +10.8% |
| YTD | +48.2% | +19.6% | +28.6% | +46.3% |
| 1Y | +47.7% | +42.1% | +5.6% | +44.2% |
| 3Y | +70.0% | +87.5% | -17.5% | +59.1% |
| All | +166.9% | -73.3% | +240.2% | +165.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling