+166.9%
XLE vs EQT
+164.3%
+2.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +5.4% | +6.9% | -1.5% | +3.0% |
| 30D | -3.9% | +0.4% | -4.4% | -4.1% |
| 3M | +7.0% | -2.0% | +9.1% | +7.6% |
| 6M | +14.2% | -5.0% | +19.2% | +15.8% |
| YTD | +48.2% | -0.3% | +48.5% | +47.2% |
| 1Y | +47.7% | -11.3% | +59.0% | +52.5% |
| 3Y | +70.0% | +38.3% | +31.7% | +45.5% |
| All | +166.9% | +164.3% | +2.7% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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