+51.5%
XLE vs FIG
-71.6%
+123.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.8% |
| 7D | +2.2% | -16.3% | +18.5% | +2.3% |
| 30D | +11.8% | -14.3% | +26.1% | +11.7% |
| 3M | +9.8% | +7.2% | +2.7% | +9.6% |
| 6M | +15.6% | -18.6% | +34.2% | +15.2% |
| YTD | +45.3% | -35.5% | +80.7% | +45.0% |
| 1Y | +48.3% | -55.8% | +104.1% | +48.7% |
| All | +51.5% | -71.6% | +123.1% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling