+181.3%
XLE vs NSC
+324.0%
-142.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.6% |
| 7D | +0.3% | -2.0% | +2.4% | +1.4% |
| 30D | +8.5% | -3.2% | +11.7% | +10.3% |
| 3M | +14.6% | +3.9% | +10.7% | +11.7% |
| 6M | +17.6% | +7.8% | +9.8% | +11.3% |
| YTD | +48.1% | +13.4% | +34.7% | +35.9% |
| 1Y | +53.8% | +20.3% | +33.5% | +36.3% |
| 3Y | +56.2% | +76.1% | -19.9% | +5.6% |
| 5Y | +227.7% | +45.0% | +182.7% | +142.2% |
| 10Y | +181.3% | +335.7% | -154.4% | +19.6% |
| All | +181.3% | +324.0% | -142.7% | +19.6% |
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