+178.5%
XLE vs ETR
+303.8%
-125.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +8.5% | +2.0% | +6.5% | +7.6% |
| 3M | +14.6% | -1.7% | +16.3% | +15.2% |
| 6M | +17.6% | +3.6% | +14.0% | +15.0% |
| YTD | +48.1% | +18.0% | +30.0% | +36.8% |
| 1Y | +53.8% | +26.2% | +27.6% | +37.8% |
| 3Y | +56.2% | +148.0% | -91.8% | +0.9% |
| 5Y | +227.7% | +126.1% | +101.7% | +116.8% |
| All | +178.5% | +303.8% | -125.2% | +77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling