+211.5%
XLE vs MSCI
+3,095.4%
-2,883.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.8% |
| 7D | -12.0% | +2.8% | -14.8% | -13.0% |
| 30D | -2.7% | +15.4% | -18.2% | -7.9% |
| 3M | +6.6% | +13.4% | -6.8% | +1.4% |
| 6M | +9.5% | +10.9% | -1.4% | +4.1% |
| YTD | +40.6% | +13.0% | +27.6% | +31.4% |
| 1Y | +43.6% | +12.0% | +31.6% | +34.6% |
| 3Y | +58.1% | +34.1% | +24.0% | +34.4% |
| 5Y | +152.2% | +3.9% | +148.3% | +126.8% |
| 10Y | +172.9% | +802.0% | -629.1% | -3.2% |
| All | +211.5% | +3,095.4% | -2,883.9% | -42.1% |
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 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