+40.4%
XLB vs FN
+101.0%
-60.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.4% | -1.5% |
| 7D | -1.5% | 0.0% | -1.4% | -1.7% |
| 30D | +6.1% | -34.3% | +40.4% | +8.9% |
| 3M | 0.0% | -39.9% | +39.9% | +3.1% |
| 6M | 0.0% | -51.8% | +51.8% | +4.3% |
| YTD | +16.0% | -28.1% | +44.2% | +15.5% |
| 1Y | +24.7% | -29.1% | +53.8% | +24.0% |
| 3Y | +40.4% | +102.4% | -62.1% | +19.9% |
| All | +40.4% | +101.0% | -60.6% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling