+290.8%
EWY vs XLE
+181.6%
+109.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | +9.3% | +6.6% | +2.7% | +6.7% |
| 3M | +2.4% | +12.3% | -9.8% | -2.4% |
| 6M | +40.3% | +18.4% | +21.9% | +29.8% |
| YTD | +88.0% | +47.2% | +40.8% | +59.7% |
| 1Y | +143.8% | +50.3% | +93.5% | +105.2% |
| 3Y | +217.8% | +55.3% | +162.5% | +159.8% |
| 5Y | +142.7% | +226.0% | -83.2% | +40.3% |
| All | +290.8% | +181.6% | +109.1% | +123.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling