+43.7%
XLP vs FE
+44.7%
-1.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +3.5% | +0.6% | +2.9% | +3.3% |
| 30D | +11.6% | +6.4% | +5.1% | +9.3% |
| 3M | +7.6% | -0.5% | +8.1% | +7.7% |
| 6M | +10.0% | +4.7% | +5.3% | +8.3% |
| YTD | +19.7% | +8.4% | +11.4% | +16.5% |
| 1Y | +23.5% | +7.2% | +16.2% | +20.4% |
| All | +43.7% | +44.7% | -1.0% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling