+36.5%
XLB vs FND
-61.9%
+98.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +0.1% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | -1.7% | -23.6% | +21.8% | +4.4% |
| 3M | +4.4% | +4.3% | 0.0% | +2.4% |
| 6M | +5.0% | -20.3% | +25.3% | +9.2% |
| YTD | +15.5% | -21.3% | +36.8% | +20.0% |
| 1Y | +14.9% | -45.4% | +60.3% | +29.7% |
| 3Y | +34.5% | -48.9% | +83.4% | +48.4% |
| 5Y | +36.5% | -61.0% | +97.6% | +47.5% |
| All | +36.5% | -61.9% | +98.4% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling