+1,117.4%
XLI vs FE
+409.7%
+707.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.1% | +1.9% | -3.0% | -1.7% |
| 30D | -5.9% | -1.2% | -4.8% | -5.6% |
| 3M | -0.3% | +3.5% | -3.8% | -1.6% |
| 6M | +0.1% | -6.1% | +6.2% | +2.0% |
| YTD | +13.6% | +7.6% | +6.0% | +10.3% |
| 1Y | +17.2% | +11.9% | +5.3% | +12.1% |
| 3Y | +68.2% | +48.4% | +19.8% | +44.0% |
| 5Y | +80.7% | +44.8% | +35.9% | +54.8% |
| 10Y | +253.3% | +115.9% | +137.4% | +152.8% |
| All | +1,117.4% | +409.7% | +707.7% | +591.5% |
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