+150.2%
XLE vs FE
+48.1%
+102.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -7.9% | -1.1% | -6.8% | -7.6% |
| 30D | -4.8% | +4.6% | -9.5% | -6.0% |
| 3M | +8.4% | -0.8% | +9.2% | +8.5% |
| 6M | +12.7% | +7.3% | +5.4% | +10.2% |
| YTD | +41.3% | +8.3% | +32.9% | +37.3% |
| 1Y | +42.3% | +5.7% | +36.6% | +39.3% |
| 3Y | +65.1% | +49.0% | +16.0% | +41.2% |
| 5Y | +150.2% | +49.2% | +101.0% | +109.6% |
| All | +150.2% | +48.1% | +102.1% | +109.6% |
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