-5.8%
XLC vs FND
-10.3%
+4.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.9% | -7.5% | +2.3% |
| 7D | +1.8% | +12.3% | -10.6% | +0.5% |
| 30D | -6.0% | +14.7% | -20.7% | -7.4% |
| 3M | -6.0% | -12.0% | +6.0% | -5.1% |
| 6M | -9.1% | +10.8% | -19.8% | -10.5% |
| YTD | -10.0% | -12.3% | +2.3% | -11.0% |
| 1Y | -5.8% | -13.4% | +7.6% | -6.9% |
| All | -5.8% | -10.3% | +4.4% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling