+24.4%
XLE vs FPS
+20.6%
+3.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.3% | -0.8% |
| 7D | +2.2% | +3.1% | -0.9% | +2.3% |
| 30D | +11.8% | -18.6% | +30.3% | +11.2% |
| 3M | +9.8% | -51.5% | +61.3% | +9.0% |
| 6M | +15.6% | -8.5% | +24.1% | +13.5% |
| All | +24.4% | +20.6% | +3.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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