+58.1%
XLE vs FN
+80.0%
-21.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.2% | +11.3% | -2.6% |
| 7D | -10.3% | -16.0% | +5.7% | -9.9% |
| 30D | -3.3% | -40.1% | +36.8% | -2.0% |
| 3M | +8.2% | -43.9% | +52.1% | +9.6% |
| 6M | +5.0% | -55.6% | +60.7% | +7.2% |
| YTD | +40.6% | -35.7% | +76.2% | +39.6% |
| 1Y | +45.0% | -39.8% | +84.8% | +44.4% |
| All | +58.1% | +80.0% | -21.9% | +36.6% |
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