+102.4%
FN vs XHB
+36.1%
+66.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.5% | +13.2% | +12.5% |
| 7D | 0.0% | +1.3% | -1.4% | -1.2% |
| 30D | -34.3% | +7.8% | -42.1% | -37.7% |
| 3M | -39.9% | -5.5% | -34.4% | -38.2% |
| 6M | -51.8% | -2.6% | -49.2% | -51.8% |
| YTD | -28.1% | +0.4% | -28.5% | -30.5% |
| 1Y | -29.1% | -1.0% | -28.1% | -30.8% |
| 3Y | +102.4% | +37.3% | +65.1% | +43.5% |
| All | +102.4% | +36.1% | +66.4% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling