+47.7%
XLE vs ETN
-2.7%
+50.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.0% |
| 7D | +5.4% | +3.6% | +1.8% | +5.5% |
| 30D | -3.9% | -13.4% | +9.5% | -4.4% |
| 3M | +7.0% | -21.9% | +28.9% | +6.0% |
| 6M | +14.2% | -12.8% | +27.0% | +14.3% |
| YTD | +48.2% | +12.1% | +36.1% | +47.1% |
| 1Y | +47.7% | +0.8% | +46.9% | +49.0% |
| All | +47.7% | -2.7% | +50.4% | +49.0% |
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