+1,024.7%
XLE vs EL
+643.4%
+381.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.8% | -1.7% |
| 7D | +2.2% | +0.8% | +1.4% | +1.9% |
| 30D | +11.8% | +19.8% | -8.1% | +5.7% |
| 3M | +9.8% | +25.7% | -15.9% | +2.1% |
| 6M | +15.6% | +5.4% | +10.1% | +11.1% |
| YTD | +45.3% | +0.2% | +45.0% | +40.1% |
| 1Y | +48.3% | +20.4% | +27.9% | +34.4% |
| 3Y | +55.4% | -32.1% | +87.6% | +56.5% |
| 5Y | +216.1% | -67.2% | +283.3% | +289.6% |
| 10Y | +178.4% | +31.7% | +146.6% | +113.9% |
| All | +1,024.7% | +643.4% | +381.3% | +405.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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