+422.3%
XLF vs FDS
+2,946.6%
-2,524.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.5% |
| 7D | 0.0% | -1.9% | +1.9% | +0.7% |
| 30D | +0.2% | +9.0% | -8.8% | -3.3% |
| 3M | +11.7% | +18.9% | -7.1% | +3.3% |
| 6M | +13.8% | +35.1% | -21.3% | -1.2% |
| YTD | +7.0% | +5.5% | +1.5% | +1.1% |
| 1Y | +9.1% | -16.8% | +26.0% | +11.9% |
| 3Y | +75.6% | -28.1% | +103.7% | +88.8% |
| 5Y | +66.4% | -17.4% | +83.9% | +67.3% |
| 10Y | +250.3% | +85.4% | +164.8% | +152.8% |
| All | +422.3% | +2,946.6% | -2,524.3% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling