+1,236.8%
EWY vs XLE
+718.0%
+518.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.1% |
| 7D | +4.8% | +2.2% | +2.6% | +3.5% |
| 30D | +11.7% | +11.8% | -0.1% | +4.6% |
| 3M | -7.4% | +9.8% | -17.2% | -13.0% |
| 6M | +40.6% | +15.6% | +25.0% | +26.5% |
| YTD | +94.3% | +45.3% | +49.0% | +53.4% |
| 1Y | +164.3% | +48.3% | +116.0% | +105.6% |
| 3Y | +221.0% | +55.4% | +165.5% | +136.6% |
| 5Y | +139.1% | +216.1% | -77.0% | +8.7% |
| 10Y | +298.8% | +178.4% | +120.4% | +74.3% |
| All | +1,236.8% | +718.0% | +518.9% | +215.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling