+49.9%
XLE vs ETN
-1.0%
+50.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.9% | +5.1% | -5.1% |
| 7D | -7.2% | -10.1% | +2.9% | -7.5% |
| 30D | +0.1% | -18.4% | +18.5% | -0.7% |
| 3M | +9.2% | -20.4% | +29.6% | +8.3% |
| 6M | +8.4% | -16.0% | +24.3% | +8.4% |
| YTD | +44.9% | +11.8% | +33.1% | +44.8% |
| 1Y | +49.9% | -5.5% | +55.3% | +51.7% |
| All | +49.9% | -1.0% | +50.9% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling