+27.6%
XLY vs FE
+47.9%
-20.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.9% | -1.7% | -2.2% | -3.5% |
| 30D | -6.1% | -1.3% | -4.8% | -5.8% |
| 3M | -1.2% | +0.6% | -1.8% | -1.4% |
| 6M | -1.8% | -6.8% | +5.1% | -0.2% |
| YTD | -5.9% | +6.4% | -12.3% | -7.8% |
| 1Y | -3.1% | +11.3% | -14.4% | -6.3% |
| 3Y | +36.0% | +47.1% | -11.1% | +17.8% |
| 5Y | +27.6% | +50.4% | -22.8% | +11.4% |
| All | +27.6% | +47.9% | -20.3% | +11.4% |
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 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