+48.3%
XLE vs FN
+17.1%
+31.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -0.8% |
| 7D | +2.2% | -1.7% | +3.9% | +2.2% |
| 30D | +11.8% | -22.0% | +33.8% | +11.1% |
| 3M | +9.8% | -43.0% | +52.8% | +8.8% |
| 6M | +15.6% | -27.7% | +43.3% | +15.5% |
| YTD | +45.3% | -10.5% | +55.8% | +46.1% |
| 1Y | +48.3% | +12.5% | +35.8% | +51.4% |
| All | +48.3% | +17.1% | +31.2% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling