+1,024.7%
XLE vs ETR
+1,823.0%
-798.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +2.2% | +1.4% | +0.8% | +1.5% |
| 30D | +11.8% | +1.0% | +10.8% | +11.2% |
| 3M | +9.8% | -1.3% | +11.1% | +10.2% |
| 6M | +15.6% | +1.9% | +13.7% | +13.7% |
| YTD | +45.3% | +18.2% | +27.1% | +33.0% |
| 1Y | +48.3% | +24.7% | +23.6% | +32.1% |
| 3Y | +55.4% | +150.7% | -95.2% | -3.3% |
| 5Y | +216.1% | +127.0% | +89.1% | +102.0% |
| 10Y | +178.4% | +295.5% | -117.1% | +32.4% |
| All | +1,024.7% | +1,823.0% | -798.3% | +259.5% |
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