+43.6%
XLE vs FN
-33.3%
+76.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.7% | +0.2% |
| 7D | -12.0% | 0.0% | -11.9% | -11.9% |
| 30D | -2.7% | -34.3% | +31.6% | -3.7% |
| 3M | +6.6% | -39.9% | +46.4% | +5.5% |
| 6M | +9.5% | -51.8% | +61.4% | +8.3% |
| YTD | +40.6% | -28.1% | +68.7% | +40.6% |
| 1Y | +43.6% | -29.1% | +72.7% | +44.4% |
| All | +43.6% | -33.3% | +76.9% | +44.4% |
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