+686.5%
XLE vs EWT
+452.2%
+234.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -1.8% |
| 7D | -12.0% | -11.7% | -0.3% | -7.2% |
| 30D | -2.7% | -23.2% | +20.5% | +8.8% |
| 3M | +6.6% | -12.5% | +19.1% | +11.9% |
| 6M | +9.5% | -5.9% | +15.4% | +8.9% |
| YTD | +40.6% | +40.5% | +0.1% | +14.1% |
| 1Y | +43.6% | +43.7% | -0.1% | +15.2% |
| 3Y | +58.1% | +136.6% | -78.6% | -2.7% |
| 5Y | +152.2% | +105.1% | +47.1% | +65.1% |
| 10Y | +172.9% | +387.0% | -214.0% | +20.5% |
| All | +686.5% | +452.2% | +234.3% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling