+179.2%
XLE vs USFR
+28.6%
+150.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.4% | +0.1% | +5.4% | +5.4% |
| 30D | -3.9% | +0.4% | -4.3% | -4.2% |
| 3M | +7.0% | +1.1% | +6.0% | +6.2% |
| 6M | +14.2% | +2.0% | +12.2% | +12.6% |
| YTD | +48.2% | +3.5% | +44.7% | +44.7% |
| 1Y | +47.7% | +4.1% | +43.6% | +43.7% |
| 3Y | +70.0% | +14.4% | +55.6% | +56.9% |
| 5Y | +169.1% | +21.4% | +147.7% | +137.4% |
| All | +179.2% | +28.6% | +150.6% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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