+1,024.7%
XLE vs F
+28.7%
+996.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.2% |
| 7D | +2.2% | +5.3% | -3.1% | +0.8% |
| 30D | +11.8% | +4.6% | +7.2% | +10.3% |
| 3M | +9.8% | -3.7% | +13.5% | +10.5% |
| 6M | +15.6% | +16.8% | -1.2% | +8.9% |
| YTD | +45.3% | +15.3% | +30.0% | +37.0% |
| 1Y | +48.3% | +31.0% | +17.3% | +34.3% |
| 3Y | +55.4% | +45.4% | +10.0% | +33.0% |
| 5Y | +216.1% | +54.7% | +161.4% | +155.9% |
| 10Y | +178.4% | +98.2% | +80.2% | +102.9% |
| All | +1,024.7% | +28.7% | +996.0% | +553.2% |
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