+998.7%
XLE vs NEM
+980.5%
+18.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +1.2% |
| 7D | -6.7% | +11.6% | -18.3% | -8.9% |
| 30D | -4.4% | +1.8% | -6.2% | -5.1% |
| 3M | +4.0% | +2.5% | +1.5% | +2.7% |
| 6M | +13.2% | +3.4% | +9.7% | +10.7% |
| YTD | +41.9% | +20.9% | +21.0% | +32.6% |
| 1Y | +41.6% | +37.2% | +4.4% | +28.6% |
| 3Y | +64.0% | +271.6% | -207.6% | +17.0% |
| 5Y | +158.1% | +136.6% | +21.5% | +98.8% |
| 10Y | +163.9% | +342.6% | -178.7% | +69.9% |
| All | +998.7% | +980.5% | +18.2% | +447.7% |
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 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