+179.2%
XLE vs NI
+197.8%
-18.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +5.4% | +4.3% | +1.1% | +3.6% |
| 30D | -3.9% | +12.4% | -16.3% | -8.5% |
| 3M | +7.0% | +10.2% | -3.2% | +2.7% |
| 6M | +14.2% | -0.8% | +15.0% | +14.1% |
| YTD | +48.2% | +13.2% | +34.9% | +39.5% |
| 1Y | +47.7% | +10.1% | +37.6% | +40.6% |
| 3Y | +70.0% | +103.1% | -33.1% | +22.4% |
| 5Y | +169.1% | +115.5% | +53.6% | +85.4% |
| All | +179.2% | +197.8% | -18.7% | +84.7% |
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