+65.5%
XLF vs FE
+48.2%
+17.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +0.2% | +0.6% | -0.5% | 0.0% |
| 30D | -0.5% | -2.1% | +1.6% | +0.1% |
| 3M | +10.6% | +2.6% | +8.0% | +9.6% |
| 6M | +14.3% | -6.8% | +21.1% | +16.5% |
| YTD | +5.5% | +6.9% | -1.3% | +2.7% |
| 1Y | +9.6% | +11.6% | -2.0% | +5.0% |
| 3Y | +75.2% | +47.7% | +27.5% | +48.9% |
| 5Y | +65.5% | +46.2% | +19.3% | +39.0% |
| All | +65.5% | +48.2% | +17.3% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling