+101.4%
XLP vs FE
+115.1%
-13.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.0% | +1.9% | -3.0% | -1.6% |
| 30D | -0.9% | -1.2% | +0.3% | -0.5% |
| 3M | +3.8% | +3.5% | +0.3% | +2.6% |
| 6M | -1.7% | -6.1% | +4.3% | +0.1% |
| YTD | +10.3% | +7.6% | +2.6% | +7.5% |
| 1Y | +7.8% | +11.9% | -4.1% | +3.7% |
| 3Y | +27.2% | +48.4% | -21.2% | +10.8% |
| 5Y | +32.5% | +44.8% | -12.3% | +15.5% |
| All | +101.4% | +115.1% | -13.7% | +59.1% |
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