+170.7%
XLE vs ED
+104.2%
+66.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | +12.6% | +1.1% | +11.6% | +12.3% |
| 3M | +11.8% | +4.6% | +7.2% | +10.5% |
| 6M | +16.1% | -2.0% | +18.0% | +16.5% |
| YTD | +46.9% | +11.7% | +35.2% | +42.5% |
| 1Y | +53.3% | +15.7% | +37.5% | +47.2% |
| 3Y | +54.9% | +34.4% | +20.6% | +40.9% |
| 5Y | +225.7% | +67.3% | +158.4% | +175.9% |
| 10Y | +170.7% | +104.0% | +66.6% | +123.9% |
| All | +170.7% | +104.2% | +66.5% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ED 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling