+218.0%
XLE vs F
+55.4%
+162.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.2% |
| 7D | +2.2% | +5.3% | -3.1% | +1.1% |
| 30D | +11.8% | +4.6% | +7.2% | +10.7% |
| 3M | +9.8% | -3.7% | +13.5% | +10.4% |
| 6M | +15.6% | +16.8% | -1.2% | +10.3% |
| YTD | +45.3% | +15.3% | +30.0% | +38.6% |
| 1Y | +48.3% | +31.0% | +17.3% | +36.2% |
| 3Y | +55.4% | +45.4% | +10.0% | +34.5% |
| All | +218.0% | +55.4% | +162.6% | +131.9% |
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