+820.5%
XLB vs FE
+409.7%
+410.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | -1.4% | +1.9% | -3.3% | -2.1% |
| 30D | -0.4% | -1.2% | +0.8% | 0.0% |
| 3M | +2.0% | +3.5% | -1.5% | +0.5% |
| 6M | +1.8% | -6.1% | +7.9% | +3.9% |
| YTD | +16.6% | +7.6% | +9.0% | +13.0% |
| 1Y | +16.9% | +11.9% | +5.0% | +11.5% |
| 3Y | +32.6% | +48.4% | -15.9% | +12.2% |
| 5Y | +35.6% | +44.8% | -9.1% | +15.0% |
| 10Y | +160.0% | +115.9% | +44.1% | +79.9% |
| All | +820.5% | +409.7% | +410.8% | +391.9% |
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 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