+179.2%
XLE vs ET
+160.8%
+18.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +5.4% | +2.5% | +2.9% | +3.8% |
| 30D | -3.9% | -2.5% | -1.5% | -2.5% |
| 3M | +7.0% | -4.9% | +11.9% | +10.2% |
| 6M | +14.2% | -0.1% | +14.3% | +14.3% |
| YTD | +48.2% | +26.2% | +22.0% | +29.3% |
| 1Y | +47.7% | +25.2% | +22.5% | +29.4% |
| 3Y | +70.0% | +84.2% | -14.2% | +17.4% |
| 5Y | +169.1% | +216.1% | -46.9% | +36.8% |
| All | +179.2% | +160.8% | +18.4% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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