+988.5%
XLE vs FE
+413.3%
+575.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -10.3% | +0.6% | -10.9% | -10.5% |
| 30D | -3.3% | +6.4% | -9.7% | -5.9% |
| 3M | +8.2% | -0.5% | +8.6% | +8.1% |
| 6M | +5.0% | +4.7% | +0.3% | +2.5% |
| YTD | +40.6% | +8.4% | +32.2% | +34.8% |
| 1Y | +45.0% | +7.2% | +37.8% | +39.6% |
| 3Y | +56.3% | +44.9% | +11.4% | +29.8% |
| 5Y | +152.2% | +46.3% | +105.9% | +105.9% |
| 10Y | +173.0% | +110.3% | +62.7% | +78.8% |
| All | +988.5% | +413.3% | +575.2% | +479.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling