+1,024.7%
XLE vs ETN
+6,340.5%
-5,315.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -2.5% |
| 7D | +2.2% | +2.0% | +0.2% | +1.1% |
| 30D | +11.8% | -7.9% | +19.7% | +15.8% |
| 3M | +9.8% | -1.6% | +11.4% | +8.0% |
| 6M | +15.6% | +16.9% | -1.3% | +2.6% |
| YTD | +45.3% | +30.1% | +15.2% | +21.5% |
| 1Y | +48.3% | +19.3% | +29.0% | +28.2% |
| 3Y | +55.4% | +82.5% | -27.1% | +1.3% |
| 5Y | +216.1% | +166.8% | +49.2% | +62.7% |
| 10Y | +178.4% | +649.7% | -471.3% | -16.9% |
| All | +1,024.7% | +6,340.5% | -5,315.7% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling