+186.5%
XLF vs FND
+58.4%
+128.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.4% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | -0.5% | -23.6% | +23.0% | +5.2% |
| 3M | +10.6% | +4.3% | +6.3% | +8.6% |
| 6M | +14.3% | -20.3% | +34.6% | +18.2% |
| YTD | +5.5% | -21.3% | +26.8% | +8.9% |
| 1Y | +9.6% | -45.4% | +54.9% | +22.2% |
| 3Y | +75.2% | -48.9% | +124.0% | +90.5% |
| 5Y | +65.5% | -61.0% | +126.6% | +83.0% |
| All | +186.5% | +58.4% | +128.1% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling