+164.2%
XLB vs FN
+700.1%
-536.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | +0.9% |
| 7D | +0.5% | +0.3% | +0.3% | +0.3% |
| 30D | +5.2% | -16.5% | +21.7% | +7.0% |
| 3M | +0.3% | -42.1% | +42.4% | +7.2% |
| 6M | +1.2% | -52.9% | +54.0% | +10.3% |
| YTD | +16.6% | -28.0% | +44.6% | +15.4% |
| 1Y | +21.4% | -18.5% | +40.0% | +16.8% |
| 3Y | +43.2% | +93.9% | -50.6% | +7.1% |
| 5Y | +28.0% | +170.5% | -142.5% | -15.1% |
| All | +164.2% | +700.1% | -536.0% | +33.9% |
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