+14.7%
XLE vs XE
-36.4%
+51.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.1% | -7.0% | +1.6% |
| 7D | 0.0% | +4.0% | -4.0% | +0.3% |
| 30D | +12.6% | -15.5% | +28.1% | +11.5% |
| 3M | +11.8% | -14.6% | +26.4% | +11.8% |
| All | +14.7% | -36.4% | +51.1% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling