+43.2%
XLB vs FND
-39.5%
+82.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | +0.5% | -6.8% | +7.4% | +2.1% |
| 30D | +5.2% | +8.0% | -2.8% | +3.1% |
| 3M | +0.3% | -18.9% | +19.2% | +4.6% |
| 6M | +1.2% | +4.7% | -3.5% | -1.2% |
| YTD | +16.6% | -21.6% | +38.2% | +20.7% |
| 1Y | +21.4% | -22.0% | +43.5% | +25.7% |
| 3Y | +43.2% | -40.4% | +83.7% | +52.7% |
| All | +43.2% | -39.5% | +82.8% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling