+227.3%
XLI vs FDS
+127.0%
+100.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | +4.3% | -2.6% | +6.9% | +5.1% |
| 30D | +0.5% | +14.1% | -13.6% | -3.8% |
| 3M | -8.6% | +19.8% | -28.4% | -14.4% |
| 6M | -2.3% | +55.0% | -57.3% | -18.0% |
| YTD | +10.1% | +15.9% | -5.8% | +1.7% |
| 1Y | +11.0% | +24.2% | -13.2% | -0.9% |
| 3Y | +72.3% | -24.0% | +96.3% | +87.4% |
| 5Y | +70.8% | -23.3% | +94.2% | +81.9% |
| All | +227.3% | +127.0% | +100.4% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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