+1,106.7%
XLY vs FE
+402.7%
+704.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -1.7% | -1.4% | -0.3% | -1.3% |
| 30D | -4.2% | -1.9% | -2.3% | -3.6% |
| 3M | -2.7% | -0.2% | -2.5% | -2.8% |
| 6M | -0.6% | -7.1% | +6.4% | +1.3% |
| YTD | -5.0% | +6.1% | -11.2% | -7.2% |
| 1Y | -4.1% | +10.1% | -14.2% | -7.5% |
| 3Y | +33.6% | +46.9% | -13.3% | +16.0% |
| 5Y | +28.7% | +50.0% | -21.3% | +10.2% |
| 10Y | +219.6% | +114.1% | +105.5% | +134.4% |
| All | +1,106.7% | +402.7% | +704.0% | +580.8% |
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