+314.2%
XLE vs FN
+3,020.0%
-2,705.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.0% | +1.2% | -4.0% |
| 7D | -7.2% | -7.0% | -0.2% | -6.5% |
| 30D | +0.1% | -24.7% | +24.8% | +3.3% |
| 3M | +9.2% | -35.7% | +44.9% | +14.2% |
| 6M | +8.4% | -52.4% | +60.8% | +16.7% |
| YTD | +44.9% | -25.0% | +69.8% | +43.0% |
| 1Y | +49.9% | -25.7% | +75.5% | +47.2% |
| 3Y | +61.1% | +110.2% | -49.1% | +26.0% |
| 5Y | +163.4% | +192.3% | -29.0% | +87.7% |
| 10Y | +181.4% | +812.3% | -630.9% | +60.6% |
| All | +314.2% | +3,020.0% | -2,705.8% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling