+1,019.2%
XLE vs ETR
+1,907.6%
-888.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -4.0% | +7.7% | -11.7% | -7.3% |
| 3M | +4.6% | +5.7% | -1.1% | +1.7% |
| 6M | +12.3% | -0.3% | +12.6% | +11.7% |
| YTD | +44.5% | +23.4% | +21.2% | +29.5% |
| 1Y | +42.4% | +18.5% | +23.9% | +30.0% |
| 3Y | +67.0% | +155.6% | -88.5% | +3.1% |
| 5Y | +161.9% | +158.7% | +3.2% | +57.3% |
| 10Y | +173.9% | +377.8% | -203.9% | +18.9% |
| All | +1,019.2% | +1,907.6% | -888.4% | +250.0% |
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 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