+176.5%
XLE vs NSC
+302.7%
-126.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | +4.4% | +1.6% | +2.8% | +3.4% |
| 30D | -4.3% | +4.2% | -8.5% | -6.6% |
| 3M | +6.0% | -0.2% | +6.3% | +5.7% |
| 6M | +13.2% | +7.6% | +5.7% | +7.6% |
| YTD | +46.7% | +17.4% | +29.4% | +31.8% |
| 1Y | +46.6% | +18.3% | +28.3% | +31.0% |
| 3Y | +69.6% | +79.8% | -10.2% | +13.4% |
| 5Y | +166.5% | +34.3% | +132.2% | +108.1% |
| All | +176.5% | +302.7% | -126.3% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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