+149.9%
XLE vs FE
+42.2%
+107.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -12.0% | -1.0% | -11.0% | -11.8% |
| 30D | -2.7% | +4.1% | -6.9% | -3.8% |
| 3M | +6.6% | -1.0% | +7.6% | +6.7% |
| 6M | +9.5% | +4.0% | +5.5% | +8.1% |
| YTD | +40.6% | +6.8% | +33.7% | +37.1% |
| 1Y | +43.6% | +5.3% | +38.3% | +40.6% |
| 3Y | +58.1% | +44.6% | +13.5% | +36.7% |
| All | +149.9% | +42.2% | +107.7% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling