+65.1%
XLE vs ETR
+153.6%
-88.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -7.9% | +1.7% | -9.6% | -8.2% |
| 30D | -4.8% | +8.7% | -13.6% | -6.5% |
| 3M | +8.4% | +4.9% | +3.4% | +7.2% |
| 6M | +12.7% | +0.8% | +11.9% | +12.3% |
| YTD | +41.3% | +23.1% | +18.1% | +34.1% |
| 1Y | +42.3% | +17.9% | +24.4% | +36.4% |
| 3Y | +65.1% | +154.5% | -89.5% | +33.7% |
| All | +65.1% | +153.6% | -88.5% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling