+228.0%
XLI vs FE
+110.9%
+117.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | -0.3% | +4.3% | -4.6% | -1.7% |
| 3M | -8.4% | +0.4% | -8.7% | -8.5% |
| 6M | -2.1% | +6.9% | -9.0% | -4.5% |
| YTD | +9.6% | +8.0% | +1.6% | +6.4% |
| 1Y | +10.7% | +4.8% | +5.8% | +8.4% |
| 3Y | +71.6% | +49.0% | +22.6% | +46.8% |
| 5Y | +70.8% | +46.2% | +24.6% | +45.8% |
| 10Y | +228.0% | +120.9% | +107.1% | +170.1% |
| All | +228.0% | +110.9% | +117.1% | +170.1% |
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