+1,024.7%
XLE vs NEM
+1,053.8%
-29.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +11.8% | +23.1% | -11.3% | +7.0% |
| 3M | +9.8% | +18.5% | -8.7% | +5.3% |
| 6M | +15.6% | +7.8% | +7.8% | +11.9% |
| YTD | +45.3% | +29.1% | +16.1% | +34.7% |
| 1Y | +48.3% | +72.7% | -24.4% | +28.3% |
| 3Y | +55.4% | +248.7% | -193.3% | +12.8% |
| 5Y | +216.1% | +148.7% | +67.4% | +142.1% |
| 10Y | +178.4% | +304.8% | -126.4% | +83.2% |
| All | +1,024.7% | +1,053.8% | -29.0% | +456.3% |
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