+820.4%
XLE vs NDAQ
+2,593.6%
-1,773.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -12.0% | +0.8% | -12.8% | -12.3% |
| 30D | -2.7% | +16.5% | -19.3% | -7.4% |
| 3M | +6.6% | +13.5% | -6.9% | +2.2% |
| 6M | +9.5% | +20.9% | -11.4% | +2.4% |
| YTD | +40.6% | +11.4% | +29.1% | +33.7% |
| 1Y | +43.6% | +25.9% | +17.7% | +31.4% |
| 3Y | +58.1% | +119.9% | -61.8% | +20.8% |
| 5Y | +152.2% | +61.7% | +90.4% | +108.8% |
| 10Y | +172.9% | +481.6% | -308.6% | +53.3% |
| All | +820.4% | +2,593.6% | -1,773.2% | +312.1% |
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