+54.6%
XLE vs FDS
-27.9%
+82.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.6% |
| 7D | +2.2% | -1.9% | +4.1% | +2.3% |
| 30D | +11.8% | +9.0% | +2.8% | +11.0% |
| 3M | +9.8% | +18.9% | -9.0% | +8.1% |
| 6M | +15.6% | +35.1% | -19.5% | +12.2% |
| YTD | +45.3% | +5.5% | +39.8% | +46.0% |
| 1Y | +48.3% | -16.8% | +65.1% | +56.5% |
| All | +54.6% | -27.9% | +82.5% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling