+163.9%
XLE vs EW
+236.4%
-72.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | 0.0% |
| 7D | -7.9% | +12.3% | -20.2% | -10.3% |
| 30D | -4.8% | +22.9% | -27.7% | -9.3% |
| 3M | +8.4% | +16.7% | -8.3% | +4.3% |
| 6M | +12.7% | +31.0% | -18.3% | +5.3% |
| YTD | +41.3% | +22.8% | +18.5% | +33.5% |
| 1Y | +42.3% | +25.6% | +16.7% | +33.6% |
| 3Y | +65.1% | +62.0% | +3.1% | +37.1% |
| 5Y | +150.2% | -12.8% | +163.0% | +146.5% |
| 10Y | +163.9% | +239.8% | -75.9% | +78.8% |
| All | +163.9% | +236.4% | -72.4% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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