+131.0%
XLB vs FND
+57.3%
+73.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.9% |
| 7D | -2.9% | -0.8% | -2.2% | -2.8% |
| 30D | -3.4% | -19.6% | +16.2% | +1.6% |
| 3M | +1.6% | -4.3% | +5.9% | +1.9% |
| 6M | +3.6% | -20.4% | +24.1% | +7.8% |
| YTD | +14.2% | -21.9% | +36.1% | +18.9% |
| 1Y | +15.6% | -45.2% | +60.8% | +30.5% |
| 3Y | +33.1% | -49.2% | +82.3% | +47.7% |
| 5Y | +35.1% | -61.8% | +96.9% | +53.0% |
| All | +131.0% | +57.3% | +73.7% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling