+218.0%
XLE vs ES
-5.6%
+223.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.2% |
| 3M | +9.8% | +1.7% | +8.2% | +9.3% |
| 6M | +15.6% | -3.5% | +19.1% | +16.1% |
| YTD | +45.3% | +7.9% | +37.3% | +42.2% |
| 1Y | +48.3% | +17.2% | +31.1% | +41.6% |
| 3Y | +55.4% | +29.3% | +26.1% | +43.4% |
| All | +218.0% | -5.6% | +223.6% | +212.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling