+77.8%
XLF vs FN
+101.0%
-23.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.7% | -12.3% | -1.2% |
| 7D | +1.2% | 0.0% | +1.2% | +1.0% |
| 30D | +6.3% | -34.3% | +40.7% | +8.6% |
| 3M | -0.8% | -39.9% | +39.1% | +1.6% |
| 6M | +11.0% | -51.8% | +62.9% | +14.8% |
| YTD | +5.6% | -28.1% | +33.8% | +4.4% |
| 1Y | +10.8% | -29.1% | +39.9% | +9.3% |
| 3Y | +77.8% | +102.4% | -24.7% | +49.6% |
| All | +77.8% | +101.0% | -23.2% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling