+181.3%
XLE vs NI
+136.8%
+44.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | +0.3% | +1.3% | -0.9% | -0.2% |
| 30D | +8.5% | -0.3% | +8.8% | +8.6% |
| 3M | +14.6% | -9.5% | +24.1% | +19.1% |
| 6M | +17.6% | -10.2% | +27.8% | +22.3% |
| YTD | +48.1% | +1.8% | +46.3% | +45.9% |
| 1Y | +53.8% | +5.7% | +48.1% | +48.7% |
| 3Y | +56.2% | +69.6% | -13.4% | +21.6% |
| 5Y | +227.7% | +95.8% | +131.9% | +136.0% |
| 10Y | +181.3% | +145.1% | +36.2% | +95.5% |
| All | +181.3% | +136.8% | +44.5% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling