+35.8%
XLC vs FE
+42.2%
-6.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.7% |
| 7D | +4.9% | -1.0% | +5.9% | +5.1% |
| 30D | -5.8% | +4.1% | -10.0% | -6.7% |
| 3M | -5.4% | -1.0% | -4.4% | -5.3% |
| 6M | -10.2% | +4.0% | -14.2% | -11.1% |
| YTD | -10.2% | +6.8% | -17.0% | -11.8% |
| 1Y | -5.6% | +5.3% | -10.9% | -7.1% |
| 3Y | +61.0% | +44.6% | +16.4% | +43.2% |
| All | +35.8% | +42.2% | -6.4% | +16.7% |
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