+163.9%
XLE vs EWT
+414.5%
-250.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.9% |
| 7D | -6.7% | -3.7% | -3.1% | -5.5% |
| 30D | -4.4% | -17.2% | +12.8% | +4.0% |
| 3M | +4.0% | -7.3% | +11.3% | +6.3% |
| 6M | +13.2% | -1.5% | +14.6% | +8.9% |
| YTD | +41.9% | +49.0% | -7.1% | +3.9% |
| 1Y | +41.6% | +50.6% | -9.0% | +2.8% |
| 3Y | +64.0% | +148.9% | -84.9% | -20.6% |
| 5Y | +158.1% | +116.1% | +42.0% | +37.6% |
| 10Y | +163.9% | +427.8% | -263.9% | -29.6% |
| All | +163.9% | +414.5% | -250.5% | -29.6% |
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 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