+186.2%
XLF vs FND
+56.5%
+129.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.5% | -5.8% | +4.3% | -0.2% |
| 30D | -1.2% | -20.2% | +19.1% | +3.6% |
| 3M | +9.2% | -12.0% | +21.1% | +11.3% |
| 6M | +16.3% | -18.5% | +34.8% | +19.7% |
| YTD | +5.4% | -22.3% | +27.7% | +9.1% |
| 1Y | +7.6% | -47.6% | +55.2% | +21.2% |
| 3Y | +74.2% | -49.8% | +124.0% | +90.2% |
| 5Y | +66.1% | -63.0% | +129.1% | +85.9% |
| All | +186.2% | +56.5% | +129.7% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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