+224.2%
XLF vs FN
+772.0%
-547.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.2% |
| 7D | +1.9% | -4.1% | +6.0% | +2.1% |
| 30D | +6.5% | -28.3% | +34.8% | +10.7% |
| 3M | +1.2% | -33.9% | +35.1% | +5.6% |
| 6M | +14.6% | -43.9% | +58.5% | +20.7% |
| YTD | +7.7% | -23.4% | +31.2% | +5.2% |
| 1Y | +11.8% | -25.4% | +37.2% | +9.1% |
| 3Y | +80.1% | +107.9% | -27.8% | +33.7% |
| 5Y | +59.0% | +195.1% | -136.1% | +4.2% |
| 10Y | +224.2% | +794.1% | -569.9% | +66.9% |
| All | +224.2% | +772.0% | -547.8% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling