+253.9%
XLI vs FDS
+64.8%
+189.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -1.7% | -14.0% | +12.3% | +3.0% |
| 30D | -7.3% | -6.2% | -1.0% | -5.7% |
| 3M | -1.3% | +10.2% | -11.5% | -6.0% |
| 6M | +2.2% | +27.4% | -25.2% | -9.4% |
| YTD | +11.7% | -9.3% | +21.0% | +12.1% |
| 1Y | +14.3% | -28.6% | +42.9% | +25.9% |
| 3Y | +70.3% | -36.8% | +107.2% | +95.2% |
| 5Y | +82.3% | -28.6% | +110.9% | +93.4% |
| All | +253.9% | +64.8% | +189.1% | +150.5% |
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