+133.1%
XLC vs FDS
+68.2%
+65.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.6% |
| 7D | +7.1% | -5.0% | +12.0% | +8.8% |
| 30D | -2.7% | +13.8% | -16.5% | -7.2% |
| 3M | -3.2% | +14.8% | -18.0% | -8.5% |
| 6M | -7.7% | +47.4% | -55.0% | -21.3% |
| YTD | -8.0% | +14.2% | -22.1% | -14.5% |
| 1Y | -3.1% | +26.6% | -29.7% | -14.3% |
| 3Y | +64.9% | -24.4% | +89.3% | +78.9% |
| 5Y | +39.5% | -22.6% | +62.2% | +47.4% |
| All | +133.1% | +68.2% | +65.0% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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