+49.5%
XLE vs FRMI
-78.0%
+127.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.8% |
| 7D | +0.3% | +15.9% | -15.6% | +0.4% |
| 30D | +8.5% | -6.0% | +14.5% | +8.5% |
| 3M | +14.6% | -1.6% | +16.2% | +14.5% |
| 6M | +17.6% | -30.7% | +48.3% | +17.6% |
| YTD | +48.1% | -30.9% | +79.0% | +48.1% |
| All | +49.5% | -78.0% | +127.5% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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