+50.3%
XLE vs ETN
+15.1%
+35.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.7% |
| 7D | +0.5% | +3.0% | -2.5% | +0.7% |
| 30D | +6.6% | -10.9% | +17.5% | +6.0% |
| 3M | +12.3% | +9.2% | +3.0% | +12.7% |
| 6M | +18.4% | +13.9% | +4.5% | +18.9% |
| YTD | +47.2% | +29.5% | +17.7% | +47.7% |
| 1Y | +50.3% | +14.2% | +36.1% | +52.5% |
| All | +50.3% | +15.1% | +35.2% | +52.5% |
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