+173.9%
XLE vs MSCI
+809.1%
-635.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -0.2% | -1.9% | +1.7% | +0.3% |
| 30D | -4.0% | +16.5% | -20.5% | -8.4% |
| 3M | +4.6% | +18.2% | -13.6% | -0.8% |
| 6M | +12.3% | +14.0% | -1.7% | +6.9% |
| YTD | +44.5% | +16.6% | +28.0% | +35.5% |
| 1Y | +42.4% | +14.8% | +27.6% | +34.1% |
| 3Y | +67.0% | +33.3% | +33.8% | +45.7% |
| 5Y | +161.9% | +9.1% | +152.9% | +138.0% |
| 10Y | +173.9% | +820.4% | -646.5% | +20.6% |
| All | +173.9% | +809.1% | -635.3% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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