+58.6%
EWY vs XLE
+43.4%
+15.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +6.7% |
| 7D | -2.8% | -0.2% | -2.6% | -3.1% |
| 30D | -13.1% | -4.0% | -9.1% | -14.4% |
| 3M | -11.6% | +4.6% | -16.2% | -9.5% |
| 6M | -23.4% | +12.3% | -35.7% | -18.8% |
| YTD | +52.0% | +44.5% | +7.5% | +43.5% |
| 1Y | +58.6% | +42.4% | +16.2% | +50.7% |
| All | +58.6% | +43.4% | +15.2% | +50.7% |
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