+149.9%
XLE vs F
-12.6%
+162.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -12.0% | +1.6% | -13.5% | -12.3% |
| 30D | -2.7% | +2.6% | -5.4% | -3.3% |
| 3M | +6.6% | -8.8% | +15.4% | +8.1% |
| 6M | +9.5% | +4.6% | +4.9% | +6.7% |
| YTD | +40.6% | -1.9% | +42.4% | +38.1% |
| 1Y | +43.6% | -0.8% | +44.4% | +40.5% |
| 3Y | +58.1% | +43.5% | +14.6% | +35.7% |
| All | +149.9% | -12.6% | +162.5% | +127.6% |
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 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