+167.7%
XLB vs FN
+837.6%
-669.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.9% | -10.0% | +0.1% |
| 7D | -1.4% | +16.3% | -17.6% | -4.1% |
| 30D | +7.1% | -24.7% | +31.8% | +10.8% |
| 3M | +0.6% | -34.9% | +35.5% | +5.6% |
| 6M | +3.5% | -41.1% | +44.6% | +8.8% |
| YTD | +18.2% | -19.6% | +37.9% | +15.2% |
| 1Y | +25.6% | -18.5% | +44.1% | +21.3% |
| 3Y | +46.7% | +119.1% | -72.5% | +7.9% |
| 5Y | +30.9% | +206.9% | -176.0% | -14.7% |
| 10Y | +167.7% | +826.4% | -658.7% | +34.5% |
| All | +167.7% | +837.6% | -669.8% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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