+804.7%
FN vs XHB
+241.7%
+562.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +5.9% | +5.9% |
| 7D | +8.0% | -4.1% | +12.1% | +11.3% |
| 30D | -19.1% | +9.6% | -28.8% | -24.5% |
| 3M | -29.8% | -6.0% | -23.8% | -27.6% |
| 6M | -43.2% | +2.2% | -45.4% | -45.1% |
| YTD | -18.9% | +1.1% | -20.1% | -21.7% |
| 1Y | -17.9% | -1.7% | -16.1% | -19.2% |
| 3Y | +120.1% | +36.5% | +83.7% | +70.6% |
| 5Y | +206.7% | +33.5% | +173.2% | +136.7% |
| 10Y | +804.7% | +240.9% | +563.7% | +259.5% |
| All | +804.7% | +241.7% | +562.9% | +259.5% |
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