+326.2%
XLE vs ET
+1,311.7%
-985.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +4.4% | +3.0% | +1.3% | +3.0% |
| 30D | -4.3% | -3.5% | -0.8% | -2.8% |
| 3M | +6.0% | -5.6% | +11.6% | +8.7% |
| 6M | +13.2% | +0.5% | +12.7% | +13.1% |
| YTD | +46.7% | +26.3% | +20.4% | +33.1% |
| 1Y | +46.6% | +25.7% | +21.0% | +33.3% |
| 3Y | +69.6% | +85.1% | -15.5% | +30.6% |
| 5Y | +166.5% | +216.4% | -49.9% | +65.9% |
| 10Y | +178.0% | +160.9% | +17.1% | +74.5% |
| All | +326.2% | +1,311.7% | -985.5% | -32.7% |
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