+173.5%
FN vs XHB
+33.2%
+140.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.5% | +13.2% | +12.6% |
| 7D | 0.0% | +1.3% | -1.4% | -1.4% |
| 30D | -34.3% | +7.8% | -42.1% | -38.1% |
| 3M | -39.9% | -5.5% | -34.4% | -38.2% |
| 6M | -51.8% | -2.6% | -49.2% | -52.0% |
| 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% | +52.1% |
| All | +173.5% | +33.2% | +140.3% | +98.2% |
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