+826.4%
FN vs XHB
+271.6%
+554.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.6% | +8.3% | +9.6% |
| 7D | +16.3% | +1.3% | +15.0% | +15.1% |
| 30D | -24.7% | +11.8% | -36.6% | -30.6% |
| 3M | -34.9% | -3.8% | -31.1% | -33.9% |
| 6M | -41.1% | +4.1% | -45.2% | -43.7% |
| YTD | -19.6% | +4.0% | -23.6% | -23.7% |
| 1Y | -18.5% | +1.6% | -20.1% | -21.5% |
| 3Y | +119.1% | +43.2% | +76.0% | +64.7% |
| 5Y | +206.9% | +35.8% | +171.1% | +134.3% |
| 10Y | +826.4% | +259.3% | +567.2% | +274.7% |
| All | +826.4% | +271.6% | +554.8% | +274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling