+251.6%
XLF vs FE
+110.4%
+141.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | -1.3% | -1.2% | -0.1% | -0.9% |
| 3M | +9.1% | +1.7% | +7.5% | +8.4% |
| 6M | +14.4% | -7.5% | +21.8% | +17.1% |
| YTD | +5.1% | +6.3% | -1.2% | +2.3% |
| 1Y | +8.6% | +10.9% | -2.2% | +4.1% |
| 3Y | +74.4% | +46.9% | +27.5% | +49.1% |
| 5Y | +64.4% | +47.6% | +16.8% | +39.0% |
| 10Y | +251.6% | +114.5% | +137.1% | +198.1% |
| All | +251.6% | +110.4% | +141.2% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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