+133.6%
XLC vs FE
+88.9%
+44.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | -4.2% | +3.9% | -8.1% | -5.3% |
| 3M | -2.1% | -0.1% | -2.0% | -2.2% |
| 6M | -6.6% | +6.1% | -12.7% | -8.4% |
| YTD | -7.8% | +8.1% | -15.9% | -10.3% |
| 1Y | -4.1% | +4.4% | -8.5% | -5.8% |
| 3Y | +62.6% | +49.0% | +13.6% | +41.2% |
| 5Y | +39.6% | +46.1% | -6.5% | +20.9% |
| All | +133.6% | +88.9% | +44.7% | +107.7% |
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