+176.9%
XLE vs ETN
+699.0%
-522.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | +0.5% | +3.0% | -2.5% | -0.9% |
| 30D | +6.6% | -10.9% | +17.5% | +11.9% |
| 3M | +12.3% | +9.2% | +3.0% | +5.3% |
| 6M | +18.4% | +13.9% | +4.5% | +6.6% |
| YTD | +47.2% | +29.5% | +17.7% | +23.0% |
| 1Y | +50.3% | +14.2% | +36.1% | +32.7% |
| 3Y | +55.3% | +79.9% | -24.6% | -3.0% |
| 5Y | +226.0% | +175.7% | +50.3% | +46.2% |
| All | +176.9% | +699.0% | -522.1% | -34.8% |
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