-20.9%
FN vs XHB
-3.6%
-17.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.5% |
| 7D | +20.8% | -2.4% | +23.2% | +21.9% |
| 30D | -17.3% | +7.1% | -24.4% | -19.7% |
| 3M | -38.1% | -6.0% | -32.2% | -36.2% |
| 6M | -44.2% | +2.1% | -46.3% | -45.2% |
| YTD | -22.3% | -0.6% | -21.7% | -25.6% |
| 1Y | -20.9% | -3.3% | -17.6% | -22.4% |
| All | -20.9% | -3.6% | -17.3% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling