+42.7%
XLP vs FE
+46.9%
-4.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.3% | -0.5% | +2.9% | +2.5% |
| 30D | +9.1% | +4.3% | +4.8% | +7.6% |
| 3M | +7.9% | +0.4% | +7.5% | +7.7% |
| 6M | +9.6% | +6.9% | +2.7% | +7.0% |
| YTD | +19.4% | +8.0% | +11.4% | +16.1% |
| 1Y | +22.4% | +4.8% | +17.5% | +20.1% |
| 3Y | +43.2% | +49.0% | -5.8% | +23.0% |
| All | +42.7% | +46.9% | -4.2% | +21.1% |
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 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