+58.1%
XLE vs EWT
+136.7%
-78.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.4% |
| 7D | -12.0% | -11.7% | -0.3% | -10.9% |
| 30D | -2.7% | -23.2% | +20.5% | -0.3% |
| 3M | +6.6% | -12.5% | +19.1% | +7.6% |
| 6M | +9.5% | -5.9% | +15.4% | +8.4% |
| YTD | +40.6% | +40.5% | +0.1% | +24.9% |
| 1Y | +43.6% | +43.7% | -0.1% | +26.6% |
| 3Y | +58.1% | +136.6% | -78.6% | +12.8% |
| All | +58.1% | +136.7% | -78.6% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling