+147.9%
XLE vs USFR
+27.5%
+120.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +11.8% | +0.3% | +11.5% | +11.6% |
| 3M | +9.8% | +1.0% | +8.8% | +9.3% |
| 6M | +15.6% | +1.9% | +13.6% | +14.5% |
| YTD | +45.3% | +2.6% | +42.6% | +43.4% |
| 1Y | +48.3% | +4.0% | +44.3% | +45.5% |
| 3Y | +55.4% | +14.1% | +41.3% | +46.0% |
| 5Y | +216.1% | +20.4% | +195.7% | +189.0% |
| 10Y | +178.4% | +28.0% | +150.4% | +148.2% |
| All | +147.9% | +27.5% | +120.4% | +116.6% |
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