+168.8%
XLB vs FN
+850.1%
-681.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.9% | -5.6% | -0.6% |
| 7D | -1.6% | +8.0% | -9.6% | -3.1% |
| 30D | +7.2% | -19.1% | +26.4% | +9.7% |
| 3M | 0.0% | -29.8% | +29.9% | +3.8% |
| 6M | +2.3% | -43.2% | +45.5% | +8.3% |
| YTD | +18.4% | -18.9% | +37.4% | +15.2% |
| 1Y | +23.3% | -17.9% | +41.2% | +19.0% |
| 3Y | +45.2% | +120.1% | -74.9% | +6.6% |
| 5Y | +31.0% | +206.7% | -175.7% | -14.8% |
| 10Y | +168.8% | +804.7% | -635.9% | +34.0% |
| All | +168.8% | +850.1% | -681.3% | +34.0% |
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