+163.9%
XLE vs NDAQ
+484.3%
-320.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -4.8% | +15.9% | -20.7% | -10.5% |
| 3M | +8.4% | +15.1% | -6.7% | +1.9% |
| 6M | +12.7% | +22.9% | -10.2% | +2.3% |
| YTD | +41.3% | +12.8% | +28.4% | +31.7% |
| 1Y | +42.3% | +26.0% | +16.3% | +25.8% |
| 3Y | +65.1% | +119.7% | -54.6% | +10.0% |
| 5Y | +150.2% | +65.4% | +84.8% | +88.0% |
| 10Y | +163.9% | +469.3% | -305.4% | +7.4% |
| All | +163.9% | +484.3% | -320.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling