+37.8%
XLC vs FND
-61.9%
+99.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +0.2% | -23.6% | +23.8% | +6.3% |
| 3M | +0.6% | +4.3% | -3.7% | -1.4% |
| 6M | -4.5% | -20.3% | +15.8% | -0.9% |
| YTD | -4.7% | -21.3% | +16.6% | -1.6% |
| 1Y | -1.7% | -45.4% | +43.7% | +10.8% |
| 3Y | +72.3% | -48.9% | +121.1% | +86.2% |
| 5Y | +37.8% | -61.0% | +98.8% | +46.3% |
| All | +37.8% | -61.9% | +99.6% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling