+36.5%
XLB vs FDS
-17.4%
+53.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.4% |
| 7D | -1.4% | -1.9% | +0.5% | -1.0% |
| 30D | -0.4% | +9.0% | -9.4% | -2.4% |
| 3M | +2.0% | +18.9% | -16.9% | -2.3% |
| 6M | +1.8% | +35.1% | -33.3% | -6.5% |
| YTD | +16.6% | +5.5% | +11.1% | +15.6% |
| 1Y | +16.9% | -16.8% | +33.8% | +26.3% |
| 3Y | +32.6% | -28.1% | +60.6% | +49.4% |
| All | +36.5% | -17.4% | +53.9% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling