+1,117.4%
XLI vs FDS
+2,946.6%
-1,829.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.4% |
| 7D | -1.1% | -1.9% | +0.8% | -0.5% |
| 30D | -5.9% | +9.0% | -15.0% | -8.5% |
| 3M | -0.3% | +18.9% | -19.1% | -6.4% |
| 6M | +0.1% | +35.1% | -35.0% | -10.8% |
| YTD | +13.6% | +5.5% | +8.1% | +8.1% |
| 1Y | +17.2% | -16.8% | +34.0% | +19.0% |
| 3Y | +68.2% | -28.1% | +96.3% | +77.4% |
| 5Y | +80.7% | -17.4% | +98.1% | +81.1% |
| 10Y | +253.3% | +85.4% | +167.8% | +173.6% |
| All | +1,117.4% | +2,946.6% | -1,829.1% | +393.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling