+833.6%
XLB vs FDS
+3,196.4%
-2,362.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -1.4% | -5.0% | +3.6% | +0.1% |
| 30D | +7.1% | +13.8% | -6.7% | +3.0% |
| 3M | +0.6% | +14.8% | -14.2% | -4.0% |
| 6M | +3.5% | +47.4% | -43.9% | -9.6% |
| YTD | +18.2% | +14.2% | +4.1% | +9.8% |
| 1Y | +25.6% | +26.6% | -1.0% | +12.7% |
| 3Y | +46.7% | -24.4% | +71.1% | +52.3% |
| 5Y | +30.9% | -22.6% | +53.5% | +33.9% |
| 10Y | +167.7% | +130.0% | +37.8% | +96.4% |
| All | +833.6% | +3,196.4% | -2,362.8% | +295.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling