+225.7%
XLE vs NEM
+152.5%
+73.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | 0.0% | +3.9% | -3.9% | -0.4% |
| 30D | +12.6% | +12.7% | -0.1% | +11.1% |
| 3M | +11.8% | +28.7% | -16.8% | +8.5% |
| 6M | +16.1% | +9.8% | +6.3% | +14.2% |
| YTD | +46.9% | +28.1% | +18.8% | +40.5% |
| 1Y | +53.3% | +69.3% | -16.1% | +39.3% |
| 3Y | +54.9% | +247.7% | -192.7% | +21.1% |
| 5Y | +225.7% | +153.4% | +72.3% | +196.7% |
| All | +225.7% | +152.5% | +73.2% | +196.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling