+148.1%
EWY vs XLE
+219.7%
-71.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.3% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +14.3% | +12.6% | +1.7% | +11.4% |
| 3M | +2.3% | +11.8% | -9.5% | -0.4% |
| 6M | +49.9% | +16.1% | +33.8% | +43.3% |
| YTD | +95.3% | +46.9% | +48.5% | +74.0% |
| 1Y | +161.7% | +53.3% | +108.5% | +130.0% |
| 3Y | +230.2% | +54.9% | +175.2% | +185.5% |
| 5Y | +148.1% | +225.7% | -77.6% | +67.8% |
| All | +148.1% | +219.7% | -71.6% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling