+178.8%
XLE vs FND
+66.0%
+112.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.2% |
| 7D | +2.2% | -5.2% | +7.4% | +3.1% |
| 30D | +11.8% | -19.9% | +31.7% | +15.8% |
| 3M | +9.8% | +2.7% | +7.1% | +8.0% |
| 6M | +15.6% | -21.7% | +37.3% | +18.7% |
| YTD | +45.3% | -17.5% | +62.8% | +46.9% |
| 1Y | +48.3% | -39.3% | +87.6% | +58.8% |
| 3Y | +55.4% | -49.8% | +105.2% | +66.8% |
| 5Y | +216.1% | -60.1% | +276.2% | +240.7% |
| All | +178.8% | +66.0% | +112.8% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling