+782.9%
XLE vs EW
+7,937.2%
-7,154.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -12.0% | +11.0% | -23.0% | -14.0% |
| 30D | -2.7% | +19.1% | -21.8% | -6.4% |
| 3M | +6.6% | +14.4% | -7.8% | +3.3% |
| 6M | +9.5% | +22.8% | -13.2% | +4.3% |
| YTD | +40.6% | +19.8% | +20.7% | +34.0% |
| 1Y | +43.6% | +23.9% | +19.7% | +35.8% |
| 3Y | +58.1% | +52.2% | +5.9% | +37.8% |
| 5Y | +152.2% | -13.9% | +166.1% | +144.5% |
| 10Y | +172.9% | +241.9% | -68.9% | +91.9% |
| All | +782.9% | +7,937.2% | -7,154.3% | +269.8% |
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 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