+237.8%
EWY vs XLE
+170.5%
+67.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +5.5% |
| 7D | -2.8% | -0.2% | -2.6% | -2.6% |
| 30D | -13.1% | -4.0% | -9.1% | -11.9% |
| 3M | -11.6% | +4.6% | -16.2% | -13.3% |
| 6M | -23.4% | +12.3% | -35.7% | -27.3% |
| YTD | +52.0% | +44.5% | +7.5% | +29.7% |
| 1Y | +58.6% | +42.4% | +16.2% | +36.0% |
| 3Y | +163.3% | +67.0% | +96.3% | +108.9% |
| 5Y | +108.7% | +161.9% | -53.2% | +32.7% |
| 10Y | +237.8% | +173.9% | +63.9% | +98.1% |
| All | +237.8% | +170.5% | +67.3% | +98.1% |
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