+218.0%
XLE vs U
-68.9%
+286.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +2.2% | -3.8% | +6.0% | +2.3% |
| 30D | +11.8% | +17.5% | -5.7% | +11.0% |
| 3M | +9.8% | +38.7% | -28.9% | +8.2% |
| 6M | +15.6% | +104.4% | -88.8% | +11.7% |
| YTD | +45.3% | -5.7% | +50.9% | +44.8% |
| 1Y | +48.3% | +3.7% | +44.6% | +46.5% |
| 3Y | +55.4% | +12.3% | +43.1% | +48.7% |
| All | +218.0% | -68.9% | +286.9% | +208.2% |
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