+54.9%
XLE vs ET
+96.2%
-41.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | +12.6% | +6.9% | +5.8% | +7.8% |
| 3M | +11.8% | +13.1% | -1.2% | +3.1% |
| 6M | +16.1% | +18.7% | -2.6% | +3.8% |
| YTD | +46.9% | +37.4% | +9.4% | +19.7% |
| 1Y | +53.3% | +34.8% | +18.4% | +26.3% |
| 3Y | +54.9% | +96.8% | -41.9% | -9.5% |
| All | +54.9% | +96.2% | -41.3% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling