+393.1%
XLB vs FN
+2,575.5%
-2,182.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.2% | +11.3% | -0.8% |
| 7D | -0.4% | -16.0% | +15.6% | +1.8% |
| 30D | +5.2% | -40.1% | +45.3% | +12.7% |
| 3M | -0.1% | -43.9% | +43.8% | +7.1% |
| 6M | +2.4% | -55.6% | +58.0% | +12.4% |
| YTD | +16.9% | -35.7% | +52.5% | +18.5% |
| 1Y | +25.0% | -39.8% | +64.9% | +27.5% |
| 3Y | +40.7% | +80.3% | -39.6% | +11.7% |
| 5Y | +31.6% | +143.3% | -111.7% | -3.9% |
| 10Y | +175.3% | +682.3% | -507.0% | +58.5% |
| All | +393.1% | +2,575.5% | -2,182.5% | +133.5% |
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