+173.9%
XLE vs F
+74.7%
+99.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -0.2% | -2.1% | +1.9% | +0.5% |
| 30D | -4.0% | +3.3% | -7.3% | -5.3% |
| 3M | +4.6% | -11.3% | +15.9% | +8.3% |
| 6M | +12.3% | +5.3% | +7.0% | +7.2% |
| YTD | +44.5% | -2.2% | +46.8% | +40.2% |
| 1Y | +42.4% | -3.5% | +46.0% | +38.6% |
| 3Y | +67.0% | +49.5% | +17.5% | +28.7% |
| 5Y | +161.9% | -13.5% | +175.4% | +138.6% |
| 10Y | +173.9% | +69.0% | +104.9% | +36.5% |
| All | +173.9% | +74.7% | +99.2% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling