+163.9%
XLE vs ES
+82.6%
+81.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -4.8% | +5.7% | -10.5% | -6.4% |
| 3M | +8.4% | -2.8% | +11.2% | +8.9% |
| 6M | +12.7% | +7.0% | +5.7% | +10.0% |
| YTD | +41.3% | +6.8% | +34.5% | +37.5% |
| 1Y | +42.3% | -0.5% | +42.8% | +40.9% |
| 3Y | +65.1% | +47.2% | +17.9% | +42.4% |
| 5Y | +150.2% | +2.3% | +147.9% | +139.9% |
| 10Y | +163.9% | +85.6% | +78.3% | +144.5% |
| All | +163.9% | +82.6% | +81.3% | +144.5% |
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