+479.4%
NBIS vs XLE
+51.8%
+427.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.0% | -10.9% | -10.2% |
| 7D | -10.5% | +5.4% | -15.9% | -12.2% |
| 30D | -37.7% | -3.9% | -33.8% | -37.0% |
| 3M | -54.6% | +7.0% | -61.6% | -56.1% |
| 6M | -44.1% | +14.2% | -58.3% | -47.8% |
| YTD | +38.4% | +48.2% | -9.7% | +2.1% |
| 1Y | +30.7% | +47.7% | -16.9% | -3.5% |
| All | +479.4% | +51.8% | +427.6% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 10y: compounded portfolio wealth divided by compounded XLE 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…
10y analysis · Full analysis span regression · 6 months rolling