+49.9%
XLE vs EWT
+54.0%
-4.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.9% |
| 7D | -7.2% | -10.9% | +3.7% | -8.6% |
| 30D | +0.1% | -17.7% | +17.8% | -2.5% |
| 3M | +9.2% | -5.0% | +14.2% | +8.5% |
| 6M | +8.4% | +7.4% | +1.0% | +9.6% |
| YTD | +44.9% | +52.8% | -7.9% | +44.4% |
| 1Y | +49.9% | +55.2% | -5.3% | +49.6% |
| All | +49.9% | +54.0% | -4.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling