+150.2%
XLE vs MSCI
+4.7%
+145.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -7.9% | +1.5% | -9.3% | -8.1% |
| 30D | -4.8% | +14.4% | -19.2% | -6.9% |
| 3M | +8.4% | +15.2% | -6.8% | +5.8% |
| 6M | +12.7% | +11.2% | +1.5% | +10.2% |
| YTD | +41.3% | +13.9% | +27.3% | +37.0% |
| 1Y | +42.3% | +12.5% | +29.8% | +38.3% |
| 3Y | +65.1% | +32.3% | +32.8% | +53.1% |
| 5Y | +150.2% | +4.9% | +145.3% | +140.5% |
| All | +150.2% | +4.7% | +145.5% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling