+246.5%
XLF vs FDS
+66.9%
+179.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | +1.9% |
| 7D | -2.9% | -16.0% | +13.1% | +3.7% |
| 30D | -1.6% | -6.7% | +5.1% | +0.7% |
| 3M | +9.3% | +6.0% | +3.3% | +5.1% |
| 6M | +14.6% | +25.1% | -10.5% | +1.2% |
| YTD | +4.7% | -8.1% | +12.9% | +5.0% |
| 1Y | +8.6% | -26.0% | +34.7% | +19.3% |
| 3Y | +73.9% | -36.4% | +110.3% | +102.4% |
| 5Y | +65.0% | -27.7% | +92.8% | +75.8% |
| All | +246.5% | +66.9% | +179.7% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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