+159.6%
XLB vs FDS
+77.6%
+82.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +0.5% |
| 7D | -0.2% | -5.4% | +5.1% | +1.6% |
| 30D | -1.7% | +1.6% | -3.3% | -2.5% |
| 3M | +4.4% | +17.7% | -13.4% | -2.5% |
| 6M | +5.0% | +29.1% | -24.0% | -6.7% |
| YTD | +15.5% | +1.0% | +14.5% | +12.2% |
| 1Y | +14.9% | -21.6% | +36.5% | +23.6% |
| 3Y | +34.5% | -30.1% | +64.6% | +49.9% |
| 5Y | +36.5% | -20.7% | +57.3% | +40.8% |
| 10Y | +159.6% | +78.3% | +81.3% | +83.4% |
| All | +159.6% | +77.6% | +82.0% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling