+1,019.2%
XLE vs NSC
+1,905.8%
-886.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | -0.2% | -3.5% | +3.3% | +1.3% |
| 30D | -4.0% | +3.9% | -7.9% | -5.7% |
| 3M | +4.6% | -0.8% | +5.4% | +4.7% |
| 6M | +12.3% | +7.1% | +5.2% | +8.3% |
| YTD | +44.5% | +16.4% | +28.1% | +33.8% |
| 1Y | +42.4% | +16.9% | +25.5% | +31.6% |
| 3Y | +67.0% | +78.4% | -11.3% | +25.9% |
| 5Y | +161.9% | +33.1% | +128.8% | +120.6% |
| 10Y | +173.9% | +299.9% | -126.0% | +47.8% |
| All | +1,019.2% | +1,905.8% | -886.5% | +281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling