+61.0%
XLC vs FE
+42.7%
+18.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.5% |
| 7D | +4.9% | -1.0% | +5.9% | +5.0% |
| 30D | -5.8% | +4.1% | -10.0% | -6.1% |
| 3M | -5.4% | -1.0% | -4.4% | -5.4% |
| 6M | -10.2% | +4.0% | -14.2% | -10.5% |
| YTD | -10.2% | +6.8% | -17.0% | -10.7% |
| 1Y | -5.6% | +5.3% | -10.9% | -6.0% |
| 3Y | +61.0% | +44.6% | +16.4% | +53.9% |
| All | +61.0% | +42.7% | +18.3% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling