+988.3%
XLE vs FDS
+3,208.2%
-2,219.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.9% |
| 7D | -12.0% | -0.5% | -11.5% | -12.0% |
| 30D | -2.7% | +20.2% | -22.9% | -7.6% |
| 3M | +6.6% | +19.9% | -13.3% | +0.8% |
| 6M | +9.5% | +56.2% | -46.6% | -4.7% |
| YTD | +40.6% | +14.6% | +26.0% | +31.2% |
| 1Y | +43.6% | +31.6% | +12.0% | +28.7% |
| 3Y | +58.1% | -23.8% | +81.9% | +62.6% |
| 5Y | +152.2% | -22.6% | +174.8% | +154.6% |
| 10Y | +172.9% | +139.3% | +33.6% | +101.7% |
| All | +988.3% | +3,208.2% | -2,219.8% | +434.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling