+251.3%
XLF vs FN
+861.3%
-610.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.3% |
| 7D | 0.0% | -1.7% | +1.7% | +0.2% |
| 30D | +0.2% | -22.0% | +22.2% | +3.2% |
| 3M | +11.7% | -43.0% | +54.7% | +19.7% |
| 6M | +13.8% | -27.7% | +41.5% | +15.4% |
| YTD | +7.0% | -10.5% | +17.5% | +3.5% |
| 1Y | +9.1% | +12.5% | -3.4% | +0.2% |
| 3Y | +75.6% | +153.8% | -78.2% | +27.8% |
| 5Y | +66.4% | +288.0% | -221.6% | +5.1% |
| All | +251.3% | +861.3% | -610.0% | +76.4% |
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 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