+24.7%
XLB vs FE
+5.1%
+19.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -1.5% | -1.0% | -0.5% | -1.3% |
| 30D | +6.1% | +4.1% | +1.9% | +5.4% |
| 3M | 0.0% | -1.0% | +1.0% | +0.2% |
| 6M | 0.0% | +4.0% | -4.1% | -0.3% |
| YTD | +16.0% | +6.8% | +9.2% | +17.7% |
| 1Y | +24.7% | +5.3% | +19.5% | +26.9% |
| All | +24.7% | +5.1% | +19.6% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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