Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • XLF vs FN✓SelectedUSD · FNXLF vs FN performance historyLatest closeAs of-1.38%09/08
Stock and ETF performance explorer

XLF vs FN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+246.4%
FN return
+882.3%
Excess return
-635.9%
Maximum drawdown
-42.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-08 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioFNExcessAlpha
1D-1.4%+2.2%-3.6%-1.7%
7D+0.2%+3.5%-3.4%-0.4%
30D-0.5%-26.0%+25.5%+3.4%
3M+10.6%-33.3%+43.9%+15.8%
6M+14.3%-14.9%+29.2%+12.8%
YTD+5.5%-8.6%+14.1%+1.7%
1Y+9.6%+12.3%-2.7%+0.7%
3Y+75.2%+174.4%-99.2%+25.4%
5Y+65.5%+296.4%-230.9%+4.1%
10Y+246.4%+890.0%-643.6%+73.4%
All+246.4%+882.3%-635.9%+73.4%

Cumulative growth

Daily Returns

Daily percentage return beside FN.

Daily Out/Under-Performance

Portfolio return minus FN return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FN 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FN 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…

2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling