+29.0%
XLB vs FN
+170.4%
-141.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.4% | -1.9% |
| 7D | -1.5% | 0.0% | -1.4% | -1.8% |
| 30D | +6.1% | -34.3% | +40.4% | +10.3% |
| 3M | 0.0% | -39.9% | +39.9% | +4.5% |
| 6M | 0.0% | -51.8% | +51.8% | +6.2% |
| YTD | +16.0% | -28.1% | +44.2% | +15.2% |
| 1Y | +24.7% | -29.1% | +53.8% | +23.5% |
| 3Y | +40.4% | +102.4% | -62.1% | +9.7% |
| All | +29.0% | +170.4% | -141.3% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling