+174.3%
XLE vs ES
+84.4%
+89.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +11.8% | -2.0% | +13.7% | +12.3% |
| 3M | +9.8% | +1.7% | +8.2% | +9.1% |
| 6M | +15.6% | -3.5% | +19.1% | +16.3% |
| YTD | +45.3% | +7.9% | +37.3% | +41.2% |
| 1Y | +48.3% | +17.2% | +31.1% | +39.8% |
| 3Y | +55.4% | +29.3% | +26.1% | +39.8% |
| 5Y | +216.1% | -5.7% | +221.8% | +212.1% |
| All | +174.3% | +84.4% | +89.9% | +141.9% |
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