+29.5%
XLB vs FND
-10.3%
+39.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | +0.3% |
| 7D | +3.9% | +12.3% | -8.4% | +1.4% |
| 30D | +8.9% | +14.7% | -5.8% | +5.7% |
| 3M | +4.1% | -12.0% | +16.1% | +6.3% |
| 6M | +7.3% | +10.8% | -3.5% | +3.6% |
| YTD | +20.4% | -12.3% | +32.7% | +21.4% |
| 1Y | +29.5% | -13.4% | +42.9% | +30.9% |
| All | +29.5% | -10.3% | +39.8% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling