+181.3%
XLE vs EWT
+510.6%
-329.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +0.3% | +2.1% | -1.8% | -0.8% |
| 30D | +8.5% | +9.4% | -0.9% | +3.5% |
| 3M | +14.6% | +10.9% | +3.7% | +6.6% |
| 6M | +17.6% | +57.9% | -40.4% | -13.2% |
| YTD | +48.1% | +75.9% | -27.8% | +1.5% |
| 1Y | +53.8% | +89.7% | -35.9% | -0.2% |
| 3Y | +56.2% | +200.9% | -144.7% | -30.4% |
| 5Y | +227.7% | +154.5% | +73.2% | +64.1% |
| 10Y | +181.3% | +520.8% | -339.5% | -30.1% |
| All | +181.3% | +510.6% | -329.3% | -30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling