+167.2%
XLE vs ES
+85.7%
+81.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.8% |
| 7D | -12.0% | +1.9% | -13.9% | -12.5% |
| 30D | -2.7% | +7.1% | -9.8% | -4.7% |
| 3M | +6.6% | -1.9% | +8.5% | +6.9% |
| 6M | +9.5% | +4.4% | +5.2% | +7.7% |
| YTD | +40.6% | +7.3% | +33.2% | +36.6% |
| 1Y | +43.6% | +2.1% | +41.5% | +41.1% |
| 3Y | +58.1% | +41.8% | +16.2% | +38.2% |
| 5Y | +152.2% | +1.4% | +150.7% | +142.5% |
| All | +167.2% | +85.7% | +81.5% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling