+41.0%
XLE vs EW
+26.8%
+14.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +1.0% |
| 7D | -7.9% | +12.3% | -20.2% | -5.8% |
| 30D | -4.8% | +22.9% | -27.7% | -1.3% |
| 3M | +8.4% | +16.7% | -8.3% | +11.9% |
| 6M | +12.7% | +31.0% | -18.3% | +18.2% |
| YTD | +41.3% | +22.8% | +18.5% | +46.8% |
| All | +41.0% | +26.8% | +14.2% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling