+150.2%
XLE vs F
-16.8%
+167.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -7.9% | -0.6% | -7.3% | -7.8% |
| 30D | -4.8% | +2.9% | -7.7% | -5.4% |
| 3M | +8.4% | -9.5% | +17.8% | +10.1% |
| 6M | +12.7% | +4.0% | +8.7% | +9.9% |
| YTD | +41.3% | -1.3% | +42.5% | +38.6% |
| 1Y | +42.3% | -1.9% | +44.2% | +39.7% |
| 3Y | +65.1% | +53.5% | +11.6% | +39.2% |
| 5Y | +150.2% | -15.1% | +165.3% | +127.3% |
| All | +150.2% | -16.8% | +167.0% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling