+812.5%
XLE vs EW
+6,974.1%
-6,161.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +11.8% | +1.0% | +10.7% | +11.5% |
| 3M | +9.8% | +2.8% | +7.0% | +9.0% |
| 6M | +15.6% | +5.5% | +10.1% | +13.7% |
| YTD | +45.3% | +5.5% | +39.8% | +42.7% |
| 1Y | +48.3% | +11.0% | +37.3% | +43.8% |
| 3Y | +55.4% | +17.7% | +37.7% | +43.6% |
| 5Y | +216.1% | -25.7% | +241.8% | +216.7% |
| 10Y | +178.4% | +132.8% | +45.6% | +111.4% |
| All | +812.5% | +6,974.1% | -6,161.6% | +293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling