+851.2%
XLE vs NDAQ
+2,327.9%
-1,476.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | +2.2% | -2.4% | +4.6% | +2.9% |
| 30D | +11.8% | +2.5% | +9.3% | +10.9% |
| 3M | +9.8% | +9.9% | -0.1% | +6.2% |
| 6M | +15.6% | +9.4% | +6.1% | +11.5% |
| YTD | +45.3% | +0.4% | +44.8% | +43.1% |
| 1Y | +48.3% | +4.0% | +44.3% | +44.1% |
| 3Y | +55.4% | +94.4% | -38.9% | +23.5% |
| 5Y | +216.1% | +56.7% | +159.4% | +164.6% |
| 10Y | +178.4% | +375.3% | -196.9% | +66.3% |
| All | +851.2% | +2,327.9% | -1,476.7% | +340.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling