+69.8%
XLI vs FDS
-32.7%
+102.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.3% |
| 7D | -0.6% | -8.8% | +8.2% | 0.0% |
| 30D | -6.9% | -1.4% | -5.6% | -6.9% |
| 3M | -1.9% | +13.9% | -15.8% | -3.0% |
| 6M | +1.0% | +27.4% | -26.4% | -2.0% |
| YTD | +11.3% | -2.5% | +13.8% | +14.2% |
| 1Y | +15.8% | -23.8% | +39.6% | +28.1% |
| All | +69.8% | -32.7% | +102.5% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling