+53.0%
XLE vs FIG
-77.7%
+130.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +4.4% | +2.6% | +1.8% | +4.4% |
| 30D | -4.3% | -13.1% | +8.8% | -4.2% |
| 3M | +6.0% | -20.3% | +26.4% | +6.1% |
| 6M | +13.2% | -2.1% | +15.3% | +13.1% |
| YTD | +46.7% | -49.4% | +96.1% | +46.7% |
| 1Y | +46.6% | -57.0% | +103.6% | +46.6% |
| All | +53.0% | -77.7% | +130.8% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 3y: compounded portfolio wealth divided by compounded FIG 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…
3y analysis · Full analysis span regression · 6 months rolling