+58.1%
XLE vs MSCI
+33.6%
+24.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -12.0% | +2.8% | -14.8% | -12.2% |
| 30D | -2.7% | +15.4% | -18.2% | -4.1% |
| 3M | +6.6% | +13.4% | -6.8% | +5.2% |
| 6M | +9.5% | +10.9% | -1.4% | +8.0% |
| YTD | +40.6% | +13.0% | +27.6% | +37.7% |
| 1Y | +43.6% | +12.0% | +31.6% | +40.8% |
| 3Y | +58.1% | +34.1% | +24.0% | +50.6% |
| All | +58.1% | +33.6% | +24.5% | +50.6% |
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 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