+226.1%
XLI vs FDS
+127.7%
+98.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +3.8% | +1.5% | +2.3% | +3.3% |
| 30D | +1.0% | +14.8% | -13.8% | -3.5% |
| 3M | -8.9% | +16.3% | -25.2% | -13.9% |
| 6M | -2.3% | +66.2% | -68.5% | -20.0% |
| YTD | +9.7% | +16.2% | -6.6% | +1.3% |
| 1Y | +12.3% | +21.8% | -9.5% | +1.2% |
| 3Y | +71.5% | -23.9% | +95.3% | +86.4% |
| 5Y | +70.2% | -23.1% | +93.3% | +81.0% |
| All | +226.1% | +127.7% | +98.4% | +111.9% |
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