+142.5%
XLC vs FDS
+55.4%
+87.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | 0.0% |
| 7D | -0.8% | -1.9% | +1.1% | -0.2% |
| 30D | +1.0% | +9.0% | -8.0% | -2.2% |
| 3M | -0.7% | +18.9% | -19.5% | -7.4% |
| 6M | -5.1% | +35.1% | -40.3% | -16.8% |
| YTD | -4.3% | +5.5% | -9.8% | -8.1% |
| 1Y | -0.6% | -16.8% | +16.2% | +4.7% |
| 3Y | +72.7% | -28.1% | +100.8% | +91.0% |
| 5Y | +38.0% | -17.4% | +55.4% | +40.6% |
| All | +142.5% | +55.4% | +87.0% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling