+62.4%
EWY vs XLE
+50.1%
+12.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.7% | +2.8% | -3.8% |
| 7D | -8.3% | -7.2% | -1.1% | -10.9% |
| 30D | -20.5% | +0.1% | -20.7% | -20.1% |
| 3M | -11.1% | +9.2% | -20.3% | -7.1% |
| 6M | -7.0% | +8.4% | -15.4% | -1.6% |
| YTD | +56.5% | +44.9% | +11.6% | +50.3% |
| 1Y | +62.4% | +49.9% | +12.6% | +55.8% |
| All | +62.4% | +50.1% | +12.3% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 1y: compounded portfolio wealth divided by compounded XLE 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…
1y analysis · Full analysis span regression · 6 months rolling