+218.0%
XLE vs EWT
+153.4%
+64.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.3% |
| 7D | +2.2% | +4.0% | -1.8% | +1.2% |
| 30D | +11.8% | +10.3% | +1.5% | +8.9% |
| 3M | +9.8% | +6.1% | +3.7% | +7.4% |
| 6M | +15.6% | +56.6% | -41.1% | -2.3% |
| YTD | +45.3% | +76.6% | -31.3% | +16.4% |
| 1Y | +48.3% | +97.9% | -49.6% | +12.9% |
| 3Y | +55.4% | +198.0% | -142.5% | -6.9% |
| All | +218.0% | +153.4% | +64.6% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling