+65.0%
XLF vs FDS
-28.1%
+93.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | +1.1% |
| 7D | -2.9% | -16.0% | +13.1% | +1.4% |
| 30D | -1.6% | -6.7% | +5.1% | -0.1% |
| 3M | +9.3% | +6.0% | +3.3% | +6.6% |
| 6M | +14.6% | +25.1% | -10.5% | +5.3% |
| YTD | +4.7% | -8.1% | +12.9% | +6.4% |
| 1Y | +8.6% | -26.0% | +34.7% | +19.3% |
| 3Y | +73.9% | -36.4% | +110.3% | +100.8% |
| 5Y | +65.0% | -27.7% | +92.8% | +91.3% |
| All | +65.0% | -28.1% | +93.2% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling