+988.5%
XLE vs ES
+973.9%
+14.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.0% | -3.9% |
| 7D | -10.3% | +5.9% | -16.2% | -12.6% |
| 30D | -3.3% | +10.2% | -13.5% | -7.5% |
| 3M | +8.2% | +0.4% | +7.8% | +7.6% |
| 6M | +5.0% | +6.9% | -1.8% | +1.3% |
| YTD | +40.6% | +10.5% | +30.1% | +32.8% |
| 1Y | +45.0% | +3.2% | +41.8% | +40.4% |
| 3Y | +56.3% | +49.0% | +7.3% | +24.7% |
| 5Y | +152.2% | +4.5% | +147.8% | +132.1% |
| 10Y | +173.0% | +92.3% | +80.7% | +72.3% |
| All | +988.5% | +973.9% | +14.6% | +181.8% |
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