+139.9%
XLE vs USFR
+28.5%
+111.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -12.0% | +0.1% | -12.1% | -12.0% |
| 30D | -2.7% | +0.4% | -3.1% | -2.9% |
| 3M | +6.6% | +1.1% | +5.5% | +6.0% |
| 6M | +9.5% | +2.1% | +7.5% | +8.4% |
| YTD | +40.6% | +3.4% | +37.1% | +38.2% |
| 1Y | +43.6% | +4.1% | +39.5% | +40.8% |
| 3Y | +58.1% | +14.4% | +43.7% | +48.3% |
| 5Y | +152.2% | +21.3% | +130.8% | +129.6% |
| 10Y | +172.9% | +28.5% | +144.5% | +142.8% |
| All | +139.9% | +28.5% | +111.3% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling