+994.0%
XLE vs ETR
+1,904.0%
-910.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -7.9% | +1.7% | -9.6% | -8.7% |
| 30D | -4.8% | +8.7% | -13.6% | -8.5% |
| 3M | +8.4% | +4.9% | +3.4% | +5.7% |
| 6M | +12.7% | +0.8% | +11.9% | +11.6% |
| YTD | +41.3% | +23.1% | +18.1% | +26.7% |
| 1Y | +42.3% | +17.9% | +24.4% | +30.2% |
| 3Y | +65.1% | +154.5% | -89.5% | +2.0% |
| 5Y | +150.2% | +160.3% | -10.1% | +49.8% |
| 10Y | +163.9% | +366.9% | -203.0% | +15.8% |
| All | +994.0% | +1,904.0% | -910.1% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling