+50.3%
XLE vs NI
+4.9%
+45.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +0.5% | -0.6% | +1.1% | +0.5% |
| 30D | +6.6% | -1.4% | +8.0% | +6.7% |
| 3M | +12.3% | -10.6% | +22.8% | +13.2% |
| 6M | +18.4% | -9.9% | +28.3% | +19.4% |
| YTD | +47.2% | +1.2% | +46.1% | +46.1% |
| 1Y | +50.3% | +4.4% | +45.9% | +50.8% |
| All | +50.3% | +4.9% | +45.4% | +50.8% |
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