+54.6%
XLE vs F
+45.7%
+8.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.0% |
| 7D | +2.2% | +5.3% | -3.1% | +1.6% |
| 30D | +11.8% | +4.6% | +7.2% | +11.1% |
| 3M | +9.8% | -3.7% | +13.5% | +10.2% |
| 6M | +15.6% | +16.8% | -1.2% | +12.1% |
| YTD | +45.3% | +15.3% | +30.0% | +40.8% |
| 1Y | +48.3% | +31.0% | +17.3% | +39.0% |
| All | +54.6% | +45.7% | +8.9% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling