+12.5%
XLF vs FN
-25.5%
+38.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.1% | +0.9% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +7.6% | -16.5% | +24.2% | +7.7% |
| 3M | +1.1% | -42.1% | +43.2% | +1.5% |
| 6M | +15.9% | -52.9% | +68.8% | +16.6% |
| YTD | +8.4% | -28.0% | +36.4% | +6.7% |
| 1Y | +12.5% | -18.5% | +31.0% | +9.7% |
| All | +12.5% | -25.5% | +38.0% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling