+214.5%
XLE vs FRSH
-72.0%
+286.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.1% | +1.4% |
| 7D | 0.0% | -10.1% | +10.1% | +0.7% |
| 30D | +12.6% | +2.2% | +10.4% | +12.4% |
| 3M | +11.8% | +28.6% | -16.7% | +9.8% |
| 6M | +16.1% | +40.2% | -24.1% | +13.1% |
| YTD | +46.9% | -1.2% | +48.1% | +46.2% |
| 1Y | +53.3% | -7.9% | +61.2% | +53.2% |
| 3Y | +54.9% | -44.7% | +99.7% | +57.7% |
| All | +214.5% | -72.0% | +286.6% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FRSH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling