+816.1%
XLB vs FE
+406.0%
+410.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -1.5% | -1.0% | -0.5% | -1.1% |
| 30D | +6.1% | +4.1% | +1.9% | +4.5% |
| 3M | 0.0% | -1.0% | +1.0% | +0.3% |
| 6M | 0.0% | +4.0% | -4.1% | -1.7% |
| YTD | +16.0% | +6.8% | +9.2% | +12.7% |
| 1Y | +24.7% | +5.3% | +19.5% | +21.7% |
| 3Y | +40.4% | +44.6% | -4.2% | +20.1% |
| 5Y | +30.7% | +44.2% | -13.5% | +11.0% |
| 10Y | +173.3% | +107.3% | +66.0% | +92.3% |
| All | +816.1% | +406.0% | +410.1% | +390.7% |
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