+211.6%
XLE vs MSCI
+3,169.6%
-2,958.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.2% | -2.0% |
| 7D | -10.3% | +6.0% | -16.3% | -12.3% |
| 30D | -3.3% | +18.2% | -21.5% | -9.2% |
| 3M | +8.2% | +15.1% | -6.9% | +2.4% |
| 6M | +5.0% | +13.7% | -8.7% | -1.1% |
| YTD | +40.6% | +15.6% | +25.0% | +30.4% |
| 1Y | +45.0% | +16.3% | +28.7% | +34.2% |
| 3Y | +56.3% | +36.9% | +19.4% | +32.0% |
| 5Y | +152.2% | +6.3% | +145.9% | +125.0% |
| 10Y | +173.0% | +823.0% | -650.0% | -4.0% |
| All | +211.6% | +3,169.6% | -2,958.1% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling