+141.4%
XLC vs FDS
+48.8%
+92.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.0% |
| 7D | +0.6% | -5.4% | +6.0% | +2.5% |
| 30D | +0.2% | +1.6% | -1.3% | -0.5% |
| 3M | +0.6% | +17.7% | -17.1% | -5.9% |
| 6M | -4.5% | +29.1% | -33.6% | -14.9% |
| YTD | -4.7% | +1.0% | -5.7% | -7.1% |
| 1Y | -1.7% | -21.6% | +20.0% | +5.9% |
| 3Y | +72.3% | -30.1% | +102.4% | +92.0% |
| 5Y | +37.8% | -20.7% | +58.5% | +42.2% |
| All | +141.4% | +48.8% | +92.6% | +69.0% |
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