+157.1%
XLE vs U
-72.0%
+229.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.5% |
| 7D | -6.7% | +24.4% | -31.1% | -7.5% |
| 30D | -4.4% | +7.4% | -11.8% | -4.7% |
| 3M | +4.0% | +16.8% | -12.8% | +3.2% |
| 6M | +13.2% | +78.8% | -65.6% | +10.2% |
| YTD | +41.9% | +14.0% | +27.9% | +40.3% |
| 1Y | +41.6% | +16.7% | +24.9% | +39.7% |
| 3Y | +64.0% | +86.4% | -22.4% | +53.5% |
| All | +157.1% | -72.0% | +229.1% | +151.9% |
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