+135.7%
XLB vs FND
+66.0%
+69.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.8% |
| 7D | -1.4% | -5.2% | +3.8% | -0.2% |
| 30D | -0.4% | -19.9% | +19.5% | +4.8% |
| 3M | +2.0% | +2.7% | -0.8% | +0.5% |
| 6M | +1.8% | -21.7% | +23.5% | +6.4% |
| YTD | +16.6% | -17.5% | +34.1% | +19.9% |
| 1Y | +16.9% | -39.3% | +56.2% | +28.8% |
| 3Y | +32.6% | -49.8% | +82.3% | +47.5% |
| 5Y | +35.6% | -60.1% | +95.7% | +52.1% |
| All | +135.7% | +66.0% | +69.7% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling