+246.4%
XLF vs FN
+882.3%
-635.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 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