+167.2%
XLE vs FN
+663.9%
-496.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.2% | +11.3% | -1.2% |
| 7D | -10.3% | -16.0% | +5.7% | -8.6% |
| 30D | -3.3% | -40.1% | +36.8% | +2.5% |
| 3M | +8.2% | -43.9% | +52.1% | +14.8% |
| 6M | +5.0% | -55.6% | +60.7% | +13.7% |
| YTD | +40.6% | -35.7% | +76.2% | +40.6% |
| 1Y | +45.0% | -39.8% | +84.8% | +45.8% |
| 3Y | +56.3% | +80.3% | -23.9% | +19.2% |
| 5Y | +152.2% | +143.3% | +8.9% | +71.3% |
| All | +167.2% | +663.9% | -496.7% | +42.0% |
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