+133.6%
XLC vs FND
-10.7%
+144.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | 0.0% |
| 7D | +3.1% | -5.1% | +8.2% | +4.3% |
| 30D | -4.2% | +9.2% | -13.4% | -6.4% |
| 3M | -2.1% | -17.7% | +15.6% | +1.7% |
| 6M | -6.6% | +2.5% | -9.1% | -8.6% |
| YTD | -7.8% | -19.8% | +12.0% | -5.6% |
| 1Y | -4.1% | -22.7% | +18.6% | -1.1% |
| 3Y | +62.6% | -38.3% | +100.9% | +68.2% |
| 5Y | +39.6% | -63.0% | +102.6% | +56.5% |
| All | +133.6% | -10.7% | +144.3% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling