+321.9%
XLE vs ET
+1,435.0%
-1,113.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | +2.2% | +0.9% | +1.3% | +1.8% |
| 30D | +11.8% | +7.5% | +4.3% | +8.4% |
| 3M | +9.8% | +11.4% | -1.6% | +4.9% |
| 6M | +15.6% | +18.5% | -3.0% | +7.7% |
| YTD | +45.3% | +37.4% | +7.9% | +27.1% |
| 1Y | +48.3% | +30.9% | +17.4% | +32.4% |
| 3Y | +55.4% | +98.7% | -43.3% | +16.1% |
| 5Y | +216.1% | +230.7% | -14.6% | +92.6% |
| 10Y | +178.4% | +175.6% | +2.8% | +69.2% |
| All | +321.9% | +1,435.0% | -1,113.1% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling