+2,625.3%
FN vs XHB
+691.2%
+1,934.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.4% | -10.8% | -12.0% |
| 7D | -16.0% | +2.5% | -18.5% | -17.8% |
| 30D | -40.1% | +6.7% | -46.8% | -43.3% |
| 3M | -43.9% | -5.8% | -38.1% | -42.3% |
| 6M | -55.6% | +1.7% | -57.4% | -57.1% |
| YTD | -35.7% | +1.9% | -37.5% | -38.3% |
| 1Y | -39.8% | +0.9% | -40.7% | -42.0% |
| 3Y | +80.3% | +37.6% | +42.7% | +37.8% |
| 5Y | +143.3% | +35.7% | +107.5% | +84.2% |
| 10Y | +682.3% | +262.3% | +420.0% | +185.0% |
| All | +2,625.3% | +691.2% | +1,934.1% | +455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling