+504.4%
NOW vs XLE
+179.0%
+325.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.5% |
| 7D | -1.7% | +4.4% | -6.0% | -2.8% |
| 30D | -27.4% | -4.3% | -23.1% | -26.7% |
| 3M | -19.4% | +6.0% | -25.5% | -21.1% |
| 6M | +13.1% | +13.2% | -0.1% | +8.5% |
| YTD | -34.3% | +46.7% | -81.0% | -41.9% |
| 1Y | -41.8% | +46.6% | -88.4% | -48.5% |
| 3Y | -20.7% | +69.6% | -90.3% | -33.3% |
| 5Y | -27.2% | +166.5% | -193.7% | -46.8% |
| All | +504.4% | +179.0% | +325.4% | +341.7% |
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