+988.3%
XLE vs NEM
+989.1%
-0.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -12.0% | +13.4% | -25.4% | -14.3% |
| 30D | -2.7% | +6.5% | -9.2% | -4.3% |
| 3M | +6.6% | +14.9% | -8.3% | +2.9% |
| 6M | +9.5% | +5.5% | +4.0% | +6.8% |
| YTD | +40.6% | +21.9% | +18.7% | +31.2% |
| 1Y | +43.6% | +47.9% | -4.3% | +28.3% |
| 3Y | +58.1% | +238.2% | -180.1% | +15.1% |
| 5Y | +152.2% | +146.2% | +6.0% | +92.6% |
| 10Y | +172.9% | +309.3% | -136.4% | +78.6% |
| All | +988.3% | +989.1% | -0.8% | +441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling