+122.1%
XLE vs FGI
-70.3%
+192.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -3.0% |
| 7D | -10.3% | -11.6% | +1.3% | -10.2% |
| 30D | -3.3% | -3.3% | 0.0% | -3.3% |
| 3M | +8.2% | +65.6% | -57.4% | +7.0% |
| 6M | +5.0% | -2.8% | +7.8% | +4.5% |
| YTD | +40.6% | +30.1% | +10.4% | +38.1% |
| 1Y | +45.0% | +50.2% | -5.1% | +41.3% |
| 3Y | +56.3% | -0.4% | +56.8% | +49.8% |
| All | +122.1% | -70.3% | +192.5% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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