+41.6%
XLE vs NSC
+17.7%
+24.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -6.7% | -3.4% | -3.3% | -6.4% |
| 30D | -4.4% | +3.6% | -8.0% | -4.7% |
| 3M | +4.0% | -1.4% | +5.4% | +3.9% |
| 6M | +13.2% | +6.0% | +7.2% | +12.3% |
| YTD | +41.9% | +15.5% | +26.4% | +37.5% |
| 1Y | +41.6% | +16.2% | +25.4% | +38.0% |
| All | +41.6% | +17.7% | +24.0% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling