+822.8%
XLB vs FE
+413.3%
+409.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | +5.2% | +6.4% | -1.2% | +2.8% |
| 3M | -0.1% | -0.5% | +0.3% | -0.1% |
| 6M | +2.4% | +4.7% | -2.3% | +0.4% |
| YTD | +16.9% | +8.4% | +8.5% | +12.9% |
| 1Y | +25.0% | +7.2% | +17.8% | +21.2% |
| 3Y | +40.7% | +44.9% | -4.2% | +20.3% |
| 5Y | +31.6% | +46.3% | -14.7% | +11.2% |
| 10Y | +175.3% | +110.3% | +65.0% | +92.6% |
| All | +822.8% | +413.3% | +409.5% | +391.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling