+172.7%
XLE vs FDS
+87.3%
+85.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.2% |
| 7D | +2.2% | -1.9% | +4.1% | +2.7% |
| 30D | +11.8% | +9.0% | +2.8% | +8.6% |
| 3M | +9.8% | +18.9% | -9.0% | +2.9% |
| 6M | +15.6% | +35.1% | -19.5% | +2.5% |
| YTD | +45.3% | +5.5% | +39.8% | +39.6% |
| 1Y | +48.3% | -16.8% | +65.1% | +55.2% |
| 3Y | +55.4% | -28.1% | +83.5% | +69.5% |
| 5Y | +216.1% | -17.4% | +233.5% | +212.8% |
| All | +172.7% | +87.3% | +85.4% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling