+149.9%
XLE vs ES
+1.4%
+148.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | -12.0% | +1.9% | -13.9% | -12.4% |
| 30D | -2.7% | +7.1% | -9.8% | -4.2% |
| 3M | +6.6% | -1.9% | +8.5% | +6.8% |
| 6M | +9.5% | +4.4% | +5.2% | +8.1% |
| YTD | +40.6% | +7.3% | +33.2% | +37.4% |
| 1Y | +43.6% | +2.1% | +41.5% | +41.7% |
| 3Y | +58.1% | +41.8% | +16.2% | +41.8% |
| All | +149.9% | +1.4% | +148.5% | +136.5% |
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 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