+821.8%
XLE vs EW
+8,225.2%
-7,403.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +4.4% | +4.9% | -0.6% | +3.3% |
| 30D | -4.3% | +24.1% | -28.3% | -8.6% |
| 3M | +6.0% | +13.7% | -7.7% | +2.9% |
| 6M | +13.2% | +32.7% | -19.5% | +6.1% |
| YTD | +46.7% | +24.1% | +22.6% | +38.9% |
| 1Y | +46.6% | +23.6% | +23.0% | +38.8% |
| 3Y | +69.6% | +64.8% | +4.8% | +45.2% |
| 5Y | +166.5% | -8.8% | +175.3% | +155.2% |
| 10Y | +178.0% | +248.8% | -70.7% | +94.6% |
| All | +821.8% | +8,225.2% | -7,403.5% | +283.2% |
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