+225.7%
XLE vs NI
+100.2%
+125.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.7% |
| 7D | 0.0% | +2.3% | -2.3% | -0.7% |
| 30D | +12.6% | -1.7% | +14.3% | +13.2% |
| 3M | +11.8% | -8.0% | +19.8% | +14.7% |
| 6M | +16.1% | -8.6% | +24.7% | +19.1% |
| YTD | +46.9% | +2.3% | +44.5% | +44.6% |
| 1Y | +53.3% | +6.9% | +46.3% | +48.2% |
| 3Y | +54.9% | +70.6% | -15.6% | +25.4% |
| 5Y | +225.7% | +96.4% | +129.3% | +157.2% |
| All | +225.7% | +100.2% | +125.5% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling