+170.7%
XLE vs USFR
+28.1%
+142.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +12.6% | +0.3% | +12.3% | +12.4% |
| 3M | +11.8% | +1.0% | +10.9% | +11.1% |
| 6M | +16.1% | +1.9% | +14.2% | +14.6% |
| YTD | +46.9% | +2.7% | +44.2% | +44.3% |
| 1Y | +53.3% | +4.0% | +49.2% | +49.3% |
| 3Y | +54.9% | +14.0% | +40.9% | +43.4% |
| 5Y | +225.7% | +20.4% | +205.3% | +189.4% |
| 10Y | +170.7% | +28.1% | +142.6% | +136.1% |
| All | +170.7% | +28.1% | +142.6% | +136.1% |
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