+218.0%
XLE vs NDAQ
+55.8%
+162.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | +2.2% | -2.4% | +4.6% | +2.8% |
| 30D | +11.8% | +2.5% | +9.3% | +11.1% |
| 3M | +9.8% | +9.9% | -0.1% | +6.9% |
| 6M | +15.6% | +9.4% | +6.1% | +12.4% |
| YTD | +45.3% | +0.4% | +44.8% | +44.2% |
| 1Y | +48.3% | +4.0% | +44.3% | +45.3% |
| 3Y | +55.4% | +94.4% | -38.9% | +24.0% |
| All | +218.0% | +55.8% | +162.2% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling