+53.8%
XLE vs FND
-45.4%
+99.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | +8.5% | -19.6% | +28.1% | +6.0% |
| 3M | +14.6% | -4.3% | +19.0% | +14.0% |
| 6M | +17.6% | -20.4% | +38.0% | +18.5% |
| YTD | +48.1% | -21.9% | +69.9% | +49.0% |
| 1Y | +53.8% | -45.2% | +99.0% | +56.5% |
| All | +53.8% | -45.4% | +99.2% | +56.5% |
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