+176.9%
XLE vs ETR
+298.4%
-121.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | 0.0% |
| 7D | +0.5% | -1.9% | +2.4% | +1.3% |
| 30D | +6.6% | -0.2% | +6.8% | +6.6% |
| 3M | +12.3% | -3.7% | +16.0% | +13.8% |
| 6M | +18.4% | +2.1% | +16.3% | +16.5% |
| YTD | +47.2% | +16.5% | +30.8% | +36.8% |
| 1Y | +50.3% | +22.5% | +27.7% | +36.3% |
| 3Y | +55.3% | +144.7% | -89.4% | +0.8% |
| 5Y | +226.0% | +125.2% | +100.7% | +115.7% |
| All | +176.9% | +298.4% | -121.4% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ETR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling