+48.3%
XLE vs NI
+1.4%
+46.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.8% |
| 7D | +2.2% | +2.0% | +0.2% | +2.1% |
| 30D | +11.8% | -3.5% | +15.3% | +12.0% |
| 3M | +9.8% | -9.1% | +18.9% | +10.6% |
| 6M | +15.6% | -11.8% | +27.4% | +16.7% |
| YTD | +45.3% | +1.1% | +44.2% | +44.3% |
| 1Y | +48.3% | +6.7% | +41.6% | +50.1% |
| All | +48.3% | +1.4% | +46.9% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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