-23.4%
EWY vs XLE
+14.1%
-37.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +7.1% |
| 7D | -2.8% | -0.2% | -2.6% | -3.3% |
| 30D | -13.1% | -4.0% | -9.1% | -15.2% |
| 3M | -11.6% | +4.6% | -16.2% | -6.2% |
| 6M | -23.4% | +12.3% | -35.7% | -11.0% |
| All | -23.4% | +14.1% | -37.5% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling