+40.7%
XLC vs FND
-63.9%
+104.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.5% |
| 7D | +3.7% | -6.8% | +10.6% | +5.3% |
| 30D | -1.9% | +8.0% | -9.9% | -3.9% |
| 3M | -3.1% | -18.9% | +15.8% | +1.0% |
| 6M | -6.4% | +4.7% | -11.1% | -8.9% |
| YTD | -6.8% | -21.6% | +14.8% | -4.1% |
| 1Y | -1.7% | -22.0% | +20.3% | +1.1% |
| 3Y | +64.7% | -40.4% | +105.1% | +68.8% |
| All | +40.7% | -63.9% | +104.6% | +55.2% |
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