+9.2%
XLE vs F
-11.6%
+20.8%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.9% | -7.7% | -4.3% |
| 7D | -7.2% | +6.0% | -13.2% | -6.6% |
| 30D | +0.1% | +4.3% | -4.2% | +0.9% |
| 3M | +9.2% | -10.1% | +19.3% | +8.8% |
| All | +9.2% | -11.6% | +20.8% | +8.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling