+166.5%
XLE vs EW
-7.9%
+174.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +4.4% | +4.9% | -0.6% | +4.2% |
| 30D | -4.3% | +24.1% | -28.3% | -5.1% |
| 3M | +6.0% | +13.7% | -7.7% | +5.6% |
| 6M | +13.2% | +32.7% | -19.5% | +11.8% |
| YTD | +46.7% | +24.1% | +22.6% | +45.3% |
| 1Y | +46.6% | +23.6% | +23.0% | +45.2% |
| 3Y | +69.6% | +64.8% | +4.8% | +61.1% |
| 5Y | +166.5% | -8.8% | +175.3% | +167.4% |
| All | +166.5% | -7.9% | +174.4% | +167.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling