+391.8%
XLB vs FN
+3,620.5%
-3,228.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.5% | -0.8% |
| 7D | -1.4% | -1.7% | +0.3% | -1.2% |
| 30D | -0.4% | -22.0% | +21.6% | +2.9% |
| 3M | +2.0% | -43.0% | +45.0% | +9.5% |
| 6M | +1.8% | -27.7% | +29.6% | +3.9% |
| YTD | +16.6% | -10.5% | +27.1% | +13.7% |
| 1Y | +16.9% | +12.5% | +4.4% | +8.8% |
| 3Y | +32.6% | +153.8% | -121.2% | +0.9% |
| 5Y | +35.6% | +288.0% | -252.4% | -7.2% |
| 10Y | +160.0% | +906.4% | -746.4% | +45.5% |
| All | +391.8% | +3,620.5% | -3,228.7% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling