+289.3%
FN vs XHB
+37.5%
+251.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.2% | +2.5% |
| 7D | -1.7% | -1.3% | -0.4% | -0.8% |
| 30D | -22.0% | -6.9% | -15.1% | -18.3% |
| 3M | -43.0% | -1.3% | -41.7% | -43.0% |
| 6M | -27.7% | -6.8% | -21.0% | -24.9% |
| YTD | -10.5% | +0.7% | -11.2% | -12.7% |
| 1Y | +12.5% | -11.2% | +23.7% | +19.3% |
| 3Y | +153.8% | +25.3% | +128.5% | +105.5% |
| All | +289.3% | +37.5% | +251.8% | +184.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling