+561.3%
XLP vs FE
+413.3%
+148.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 3M | +7.6% | -0.5% | +8.1% | +7.8% |
| 6M | +10.0% | +4.7% | +5.3% | +8.5% |
| YTD | +19.7% | +8.4% | +11.4% | +16.9% |
| 1Y | +23.5% | +7.2% | +16.2% | +20.8% |
| 3Y | +44.0% | +44.9% | -0.9% | +28.9% |
| 5Y | +42.7% | +46.3% | -3.6% | +26.6% |
| 10Y | +131.3% | +110.3% | +21.1% | +80.8% |
| All | +561.3% | +413.3% | +148.0% | +273.4% |
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