+80.9%
XLI vs FDS
-23.5%
+104.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.9% |
| 7D | -0.6% | -8.8% | +8.2% | +1.0% |
| 30D | -6.9% | -1.4% | -5.6% | -6.9% |
| 3M | -1.9% | +13.9% | -15.8% | -4.9% |
| 6M | +1.0% | +27.4% | -26.4% | -5.5% |
| YTD | +11.3% | -2.5% | +13.8% | +12.4% |
| 1Y | +15.8% | -23.8% | +39.6% | +27.3% |
| 3Y | +69.8% | -32.5% | +102.3% | +93.2% |
| 5Y | +80.9% | -23.2% | +104.1% | +103.0% |
| All | +80.9% | -23.5% | +104.3% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling