+218.0%
XLE vs EW
-25.6%
+243.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +11.8% | +1.0% | +10.7% | +11.7% |
| 3M | +9.8% | +2.8% | +7.0% | +9.7% |
| 6M | +15.6% | +5.5% | +10.1% | +15.2% |
| YTD | +45.3% | +5.5% | +39.8% | +44.8% |
| 1Y | +48.3% | +11.0% | +37.3% | +47.3% |
| 3Y | +55.4% | +17.7% | +37.7% | +51.7% |
| All | +218.0% | -25.6% | +243.6% | +216.7% |
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