+82.8%
XLI vs FE
+48.2%
+34.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | -5.8% | -2.1% | -3.7% | -5.2% |
| 3M | +0.7% | +2.6% | -1.9% | -0.2% |
| 6M | +3.2% | -6.8% | +10.0% | +5.1% |
| YTD | +13.0% | +6.9% | +6.2% | +10.4% |
| 1Y | +16.8% | +11.6% | +5.2% | +12.4% |
| 3Y | +72.4% | +47.7% | +24.7% | +47.2% |
| 5Y | +82.8% | +46.2% | +36.6% | +54.6% |
| All | +82.8% | +48.2% | +34.6% | +54.6% |
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