+52.5%
XLE vs NEM
+68.2%
-15.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | 0.0% | +3.9% | -3.9% | +0.1% |
| 30D | +12.6% | +12.7% | -0.1% | +13.1% |
| 3M | +11.8% | +28.7% | -16.8% | +13.0% |
| 6M | +16.1% | +9.8% | +6.3% | +17.4% |
| YTD | +46.9% | +28.1% | +18.8% | +47.0% |
| All | +52.5% | +68.2% | -15.7% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling