+643.4%
XLU vs FE
+409.7%
+233.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +0.8% | +1.9% | -1.1% | -0.2% |
| 30D | -1.3% | -1.2% | -0.2% | -0.7% |
| 3M | -1.3% | +3.5% | -4.8% | -3.2% |
| 6M | -7.6% | -6.1% | -1.6% | -4.5% |
| YTD | +2.3% | +7.6% | -5.3% | -1.9% |
| 1Y | +5.8% | +11.9% | -6.1% | -0.7% |
| 3Y | +50.5% | +48.4% | +2.1% | +20.4% |
| 5Y | +44.1% | +44.8% | -0.7% | +16.6% |
| 10Y | +138.2% | +115.9% | +22.3% | +47.1% |
| All | +643.4% | +409.7% | +233.7% | +162.7% |
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