+54.6%
XLE vs MSCI
+10.6%
+44.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.2% | +0.4% | +1.8% | +2.2% |
| 30D | +11.8% | +0.6% | +11.2% | +11.7% |
| 3M | +9.8% | -7.1% | +16.9% | +10.5% |
| 6M | +15.6% | +0.8% | +14.7% | +15.0% |
| YTD | +45.3% | +1.0% | +44.3% | +43.9% |
| 1Y | +48.3% | +4.3% | +44.0% | +45.8% |
| All | +54.6% | +10.6% | +44.0% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling