+1,024.7%
XLE vs ES
+948.6%
+76.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +11.8% | -2.0% | +13.7% | +12.6% |
| 3M | +9.8% | +1.7% | +8.2% | +8.6% |
| 6M | +15.6% | -3.5% | +19.1% | +16.5% |
| YTD | +45.3% | +7.9% | +37.3% | +39.1% |
| 1Y | +48.3% | +17.2% | +31.1% | +35.6% |
| 3Y | +55.4% | +29.3% | +26.1% | +32.2% |
| 5Y | +216.1% | -5.7% | +221.8% | +205.5% |
| 10Y | +178.4% | +85.2% | +93.2% | +79.3% |
| All | +1,024.7% | +948.6% | +76.2% | +195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling