+422.3%
XLF vs FE
+409.7%
+12.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | 0.0% | +1.9% | -1.9% | -0.8% |
| 30D | +0.2% | -1.2% | +1.3% | +0.6% |
| 3M | +11.7% | +3.5% | +8.2% | +9.8% |
| 6M | +13.8% | -6.1% | +19.9% | +16.4% |
| YTD | +7.0% | +7.6% | -0.6% | +3.0% |
| 1Y | +9.1% | +11.9% | -2.8% | +3.1% |
| 3Y | +75.6% | +48.4% | +27.2% | +44.3% |
| 5Y | +66.4% | +44.8% | +21.6% | +36.6% |
| 10Y | +250.3% | +115.9% | +134.4% | +125.6% |
| All | +422.3% | +409.7% | +12.6% | +137.1% |
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 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