+49.9%
XLE vs FND
-10.3%
+60.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +10.9% | -15.7% | -3.0% |
| 7D | -7.2% | +12.3% | -19.5% | -5.3% |
| 30D | +0.1% | +14.7% | -14.6% | +2.6% |
| 3M | +9.2% | -12.0% | +21.2% | +8.2% |
| 6M | +8.4% | +10.8% | -2.4% | +10.8% |
| YTD | +44.9% | -12.3% | +57.2% | +48.4% |
| 1Y | +49.9% | -13.4% | +63.3% | +53.7% |
| All | +49.9% | -10.3% | +60.1% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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