+176.5%
XLE vs FN
+763.2%
-586.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.0% |
| 7D | +4.4% | +20.8% | -16.4% | +1.7% |
| 30D | -4.3% | -17.3% | +13.0% | -2.7% |
| 3M | +6.0% | -38.1% | +44.2% | +11.2% |
| 6M | +13.2% | -44.2% | +57.5% | +18.9% |
| YTD | +46.7% | -22.3% | +69.0% | +43.0% |
| 1Y | +46.6% | -20.9% | +67.6% | +41.7% |
| 3Y | +69.6% | +111.1% | -41.5% | +26.7% |
| 5Y | +166.5% | +191.8% | -25.3% | +76.3% |
| All | +176.5% | +763.2% | -586.7% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling