+172.7%
XLE vs FE
+114.5%
+58.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +2.2% | +1.9% | +0.3% | +1.5% |
| 30D | +11.8% | -1.2% | +12.9% | +12.1% |
| 3M | +9.8% | +3.5% | +6.3% | +8.3% |
| 6M | +15.6% | -6.1% | +21.6% | +17.7% |
| YTD | +45.3% | +7.6% | +37.6% | +40.8% |
| 1Y | +48.3% | +11.9% | +36.4% | +41.7% |
| 3Y | +55.4% | +48.4% | +7.0% | +31.8% |
| 5Y | +216.1% | +44.8% | +171.3% | +168.2% |
| All | +172.7% | +114.5% | +58.2% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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