+181.9%
XLE vs FND
+58.4%
+123.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.9% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | +12.6% | -23.6% | +36.2% | +17.7% |
| 3M | +11.8% | +4.3% | +7.5% | +9.5% |
| 6M | +16.1% | -20.3% | +36.4% | +18.6% |
| YTD | +46.9% | -21.3% | +68.2% | +49.7% |
| 1Y | +53.3% | -45.4% | +98.6% | +67.5% |
| 3Y | +54.9% | -48.9% | +103.8% | +65.2% |
| 5Y | +225.7% | -61.0% | +286.7% | +251.6% |
| All | +181.9% | +58.4% | +123.5% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling