+46.6%
XLE vs FIG
-78.3%
+124.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -16.7% | +13.7% | -2.9% |
| 7D | -10.3% | -17.4% | +7.1% | -10.2% |
| 30D | -3.3% | -15.9% | +12.6% | -3.2% |
| 3M | +8.2% | -34.5% | +42.7% | +8.3% |
| 6M | +5.0% | -5.0% | +10.1% | +4.9% |
| YTD | +40.6% | -50.7% | +91.2% | +40.6% |
| 1Y | +45.0% | -58.1% | +103.1% | +45.0% |
| All | +46.6% | -78.3% | +124.9% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling