-1.5%
XLC vs FND
-45.8%
+44.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -1.7% | -5.1% | +3.4% | -1.1% |
| 30D | +0.2% | -22.5% | +22.7% | +2.9% |
| 3M | +0.7% | -5.0% | +5.7% | +0.8% |
| 6M | -4.5% | -21.5% | +17.1% | -2.9% |
| YTD | -4.7% | -23.0% | +18.3% | -4.0% |
| 1Y | -1.5% | -44.9% | +43.4% | +4.4% |
| All | -1.5% | -45.8% | +44.3% | +4.4% |
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