+250.2%
XLI vs FE
+114.8%
+135.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.3% | -1.7% | -0.6% | -1.8% |
| 30D | -8.2% | -1.3% | -6.9% | -7.8% |
| 3M | +0.8% | +0.6% | +0.2% | +0.4% |
| 6M | +0.8% | -6.8% | +7.7% | +2.9% |
| YTD | +10.5% | +6.4% | +4.1% | +7.9% |
| 1Y | +14.1% | +11.3% | +2.9% | +9.6% |
| 3Y | +68.6% | +47.1% | +21.5% | +45.2% |
| 5Y | +80.4% | +50.4% | +30.0% | +53.1% |
| All | +250.2% | +114.8% | +135.4% | +191.0% |
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 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