+988.5%
XLE vs F
+10.3%
+978.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | -10.3% | +1.4% | -11.7% | -10.7% |
| 30D | -3.3% | +2.0% | -5.4% | -4.0% |
| 3M | +8.2% | -10.4% | +18.5% | +10.7% |
| 6M | +5.0% | +9.7% | -4.7% | +0.6% |
| YTD | +40.6% | -1.2% | +41.8% | +37.5% |
| 1Y | +45.0% | 0.0% | +45.0% | +41.2% |
| 3Y | +56.3% | +41.1% | +15.2% | +34.6% |
| 5Y | +152.2% | -11.4% | +163.7% | +137.2% |
| 10Y | +173.0% | +85.0% | +88.0% | +102.4% |
| All | +988.5% | +10.3% | +978.2% | +555.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling