+179.2%
XLE vs ETN
+541.6%
-362.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.7% |
| 7D | +5.4% | +3.6% | +1.8% | +3.7% |
| 30D | -3.9% | -13.4% | +9.5% | +1.3% |
| 3M | +7.0% | -21.9% | +28.9% | +17.2% |
| 6M | +14.2% | -12.8% | +27.0% | +16.1% |
| YTD | +48.2% | +12.1% | +36.1% | +29.8% |
| 1Y | +47.7% | +0.8% | +46.9% | +36.2% |
| 3Y | +70.0% | +64.5% | +5.5% | +7.9% |
| 5Y | +169.1% | +121.7% | +47.4% | +33.2% |
| All | +179.2% | +541.6% | -362.5% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling