+234.4%
XLF vs FN
+837.6%
-603.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.9% | -10.4% | -0.2% |
| 7D | +0.7% | +16.3% | -15.5% | -1.9% |
| 30D | +6.0% | -24.7% | +30.7% | +9.4% |
| 3M | +1.0% | -34.9% | +36.0% | +5.7% |
| 6M | +14.0% | -41.1% | +55.1% | +19.3% |
| YTD | +7.2% | -19.6% | +26.8% | +4.0% |
| 1Y | +11.6% | -18.5% | +30.1% | +7.4% |
| 3Y | +81.2% | +119.1% | -37.9% | +33.6% |
| 5Y | +57.9% | +206.9% | -149.0% | +3.2% |
| 10Y | +234.4% | +826.4% | -592.0% | +71.6% |
| All | +234.4% | +837.6% | -603.2% | +71.6% |
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