+832.0%
XLB vs FDS
+3,188.9%
-2,356.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +0.5% | -2.0% | +2.5% | +1.1% |
| 30D | +6.9% | +13.5% | -6.6% | +2.9% |
| 3M | -0.2% | +15.2% | -15.3% | -4.8% |
| 6M | +3.3% | +47.0% | -43.7% | -9.7% |
| YTD | +18.0% | +13.9% | +4.1% | +9.7% |
| 1Y | +24.2% | +25.2% | -1.0% | +11.9% |
| 3Y | +44.7% | -25.3% | +70.1% | +50.8% |
| 5Y | +31.6% | -23.3% | +54.9% | +34.9% |
| 10Y | +164.2% | +126.0% | +38.2% | +94.8% |
| All | +832.0% | +3,188.9% | -2,356.9% | +295.4% |
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 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