+65.0%
XLF vs FND
-62.8%
+127.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -2.9% | -5.1% | +2.2% | -2.0% |
| 30D | -1.6% | -22.5% | +20.9% | +3.0% |
| 3M | +9.3% | -5.0% | +14.3% | +9.4% |
| 6M | +14.6% | -21.5% | +36.1% | +18.4% |
| YTD | +4.7% | -23.0% | +27.8% | +8.1% |
| 1Y | +8.6% | -44.9% | +53.5% | +19.4% |
| 3Y | +73.9% | -50.0% | +123.8% | +87.3% |
| 5Y | +65.0% | -63.3% | +128.4% | +78.2% |
| All | +65.0% | -62.8% | +127.8% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling