+1,024.7%
XLE vs NI
+971.9%
+52.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | +2.2% | +2.0% | +0.2% | +1.2% |
| 30D | +11.8% | -3.5% | +15.3% | +13.6% |
| 3M | +9.8% | -9.1% | +18.9% | +14.6% |
| 6M | +15.6% | -11.8% | +27.4% | +22.1% |
| YTD | +45.3% | +1.1% | +44.2% | +43.3% |
| 1Y | +48.3% | +6.7% | +41.6% | +42.1% |
| 3Y | +55.4% | +71.1% | -15.6% | +16.3% |
| 5Y | +216.1% | +94.3% | +121.8% | +118.2% |
| 10Y | +178.4% | +135.8% | +42.6% | +66.7% |
| All | +1,024.7% | +971.9% | +52.8% | +186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling