+39.6%
XLC vs FE
+46.0%
-6.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +3.1% | -0.3% | +3.4% | +3.1% |
| 30D | -4.2% | +3.9% | -8.1% | -5.0% |
| 3M | -2.1% | -0.1% | -2.0% | -2.2% |
| 6M | -6.6% | +6.1% | -12.7% | -8.0% |
| YTD | -7.8% | +8.1% | -15.9% | -9.7% |
| 1Y | -4.1% | +4.4% | -8.5% | -5.4% |
| 3Y | +62.6% | +49.0% | +13.6% | +43.2% |
| 5Y | +39.6% | +46.1% | -6.5% | +19.7% |
| All | +39.6% | +46.0% | -6.4% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling