+13.2%
XLE vs XE
-65.3%
+78.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.6% |
| 7D | +4.4% | +25.1% | -20.7% | +5.5% |
| 30D | -4.3% | -11.5% | +7.2% | -5.0% |
| 3M | +6.0% | -44.7% | +50.7% | +2.2% |
| 6M | +13.2% | -64.5% | +77.7% | +7.7% |
| All | +13.2% | -65.3% | +78.5% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling