+54.6%
XLE vs FN
+158.4%
-103.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.0% |
| 7D | +2.2% | -1.7% | +3.9% | +2.3% |
| 30D | +11.8% | -22.0% | +33.8% | +12.4% |
| 3M | +9.8% | -43.0% | +52.8% | +11.8% |
| 6M | +15.6% | -27.7% | +43.3% | +15.8% |
| YTD | +45.3% | -10.5% | +55.8% | +43.2% |
| 1Y | +48.3% | +12.5% | +35.8% | +43.2% |
| All | +54.6% | +158.4% | -103.8% | +35.6% |
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