+58.1%
XLE vs FN
+101.0%
-42.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.7% | -0.4% |
| 7D | -12.0% | 0.0% | -11.9% | -12.0% |
| 30D | -2.7% | -34.3% | +31.6% | -1.7% |
| 3M | +6.6% | -39.9% | +46.4% | +7.8% |
| 6M | +9.5% | -51.8% | +61.4% | +11.6% |
| YTD | +40.6% | -28.1% | +68.7% | +39.1% |
| 1Y | +43.6% | -29.1% | +72.7% | +42.0% |
| 3Y | +58.1% | +102.4% | -44.4% | +36.1% |
| All | +58.1% | +101.0% | -42.9% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling