+135.8%
XLC vs FN
+909.9%
-774.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | -0.1% |
| 7D | +3.5% | +8.0% | -4.5% | +1.8% |
| 30D | -2.6% | -19.1% | +16.6% | -0.1% |
| 3M | -2.1% | -29.8% | +27.8% | +1.7% |
| 6M | -5.5% | -43.2% | +37.7% | +0.1% |
| YTD | -6.9% | -18.9% | +12.0% | -10.4% |
| 1Y | -3.7% | -17.9% | +14.1% | -8.2% |
| 3Y | +64.2% | +120.1% | -55.9% | +13.9% |
| 5Y | +43.0% | +206.7% | -163.7% | -14.4% |
| All | +135.8% | +909.9% | -774.1% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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