+54.9%
XLE vs NI
+71.0%
-16.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | 0.0% | +2.3% | -2.3% | -0.6% |
| 30D | +12.6% | -1.7% | +14.3% | +13.1% |
| 3M | +11.8% | -8.0% | +19.8% | +14.2% |
| 6M | +16.1% | -8.6% | +24.7% | +18.5% |
| YTD | +46.9% | +2.3% | +44.5% | +44.5% |
| 1Y | +53.3% | +6.9% | +46.3% | +48.4% |
| 3Y | +54.9% | +70.6% | -15.6% | +28.6% |
| All | +54.9% | +71.0% | -16.1% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling