+174.3%
XLE vs F
+98.4%
+75.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.4% |
| 7D | +2.2% | +5.3% | -3.1% | +0.3% |
| 30D | +11.8% | +4.6% | +7.2% | +9.8% |
| 3M | +9.8% | -3.7% | +13.5% | +10.7% |
| 6M | +15.6% | +16.8% | -1.2% | +6.3% |
| YTD | +45.3% | +15.3% | +30.0% | +33.7% |
| 1Y | +48.3% | +31.0% | +17.3% | +28.5% |
| 3Y | +55.4% | +45.4% | +10.0% | +22.8% |
| 5Y | +216.1% | +54.7% | +161.4% | +117.2% |
| All | +174.3% | +98.4% | +75.9% | +33.4% |
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