+167.2%
XLE vs F
+80.8%
+86.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -12.0% | +1.6% | -13.5% | -12.6% |
| 30D | -2.7% | +2.6% | -5.4% | -3.9% |
| 3M | +6.6% | -8.8% | +15.4% | +9.3% |
| 6M | +9.5% | +4.6% | +4.9% | +4.8% |
| YTD | +40.6% | -1.9% | +42.4% | +36.2% |
| 1Y | +43.6% | -0.8% | +44.4% | +38.3% |
| 3Y | +58.1% | +43.5% | +14.6% | +24.1% |
| 5Y | +152.2% | -12.1% | +164.3% | +127.8% |
| All | +167.2% | +80.8% | +86.4% | +33.8% |
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