+425.8%
XLF vs FE
+411.6%
+14.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.9% | -0.5% | +2.4% | +2.2% |
| 30D | +6.5% | +4.3% | +2.2% | +4.6% |
| 3M | +1.2% | +0.4% | +0.8% | +0.9% |
| 6M | +14.6% | +6.9% | +7.6% | +11.0% |
| YTD | +7.7% | +8.0% | -0.3% | +3.5% |
| 1Y | +11.8% | +4.8% | +7.0% | +8.7% |
| 3Y | +80.1% | +49.0% | +31.1% | +47.9% |
| 5Y | +59.0% | +46.2% | +12.8% | +30.0% |
| 10Y | +224.2% | +120.9% | +103.3% | +107.5% |
| All | +425.8% | +411.6% | +14.2% | +138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling