+52.5%
XLE vs USFR
+4.0%
+48.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +0.8% |
| 7D | 0.0% | +0.1% | -0.1% | -0.4% |
| 30D | +12.6% | +0.3% | +12.3% | +10.1% |
| 3M | +11.8% | +1.0% | +10.9% | +5.1% |
| 6M | +16.1% | +1.9% | +14.2% | +6.7% |
| YTD | +46.9% | +2.7% | +44.2% | +34.0% |
| All | +52.5% | +4.0% | +48.5% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling