+176.5%
XLE vs NI
+196.3%
-19.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +4.4% | +3.1% | +1.3% | +3.1% |
| 30D | -4.3% | +11.2% | -15.4% | -8.4% |
| 3M | +6.0% | +9.8% | -3.8% | +1.9% |
| 6M | +13.2% | -1.6% | +14.8% | +13.5% |
| YTD | +46.7% | +12.6% | +34.1% | +38.4% |
| 1Y | +46.6% | +7.8% | +38.8% | +40.9% |
| 3Y | +69.6% | +100.5% | -30.9% | +22.7% |
| 5Y | +166.5% | +114.4% | +52.1% | +84.0% |
| All | +176.5% | +196.3% | -19.8% | +83.3% |
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