+181.3%
XLE vs NEM
+299.2%
-117.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.7% |
| 7D | +0.3% | +3.1% | -2.7% | -0.1% |
| 30D | +8.5% | +10.0% | -1.5% | +7.0% |
| 3M | +14.6% | +30.9% | -16.3% | +10.0% |
| 6M | +17.6% | +10.5% | +7.0% | +14.8% |
| YTD | +48.1% | +29.7% | +18.4% | +40.2% |
| 1Y | +53.8% | +71.1% | -17.3% | +38.1% |
| 3Y | +56.2% | +252.1% | -195.9% | +20.7% |
| 5Y | +227.7% | +157.7% | +70.0% | +166.2% |
| 10Y | +181.3% | +319.4% | -138.1% | +115.5% |
| All | +181.3% | +299.2% | -117.9% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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