+14.0%
XLB vs FND
-45.8%
+59.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -3.5% | -5.1% | +1.5% | -2.5% |
| 30D | -4.7% | -22.5% | +17.9% | +0.4% |
| 3M | +2.7% | -5.0% | +7.7% | +3.0% |
| 6M | +2.6% | -21.5% | +24.1% | +7.1% |
| YTD | +12.8% | -23.0% | +35.9% | +17.5% |
| 1Y | +14.0% | -44.9% | +58.8% | +27.2% |
| All | +14.0% | -45.8% | +59.8% | +27.2% |
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