+1,090.8%
XLI vs FDS
+3,278.7%
-2,187.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.5% |
| 7D | +0.9% | -2.1% | +3.0% | +1.5% |
| 30D | +1.1% | +16.0% | -14.9% | -3.4% |
| 3M | -7.7% | +18.8% | -26.5% | -13.0% |
| 6M | -1.8% | +54.1% | -55.9% | -15.7% |
| YTD | +11.1% | +17.0% | -5.9% | +2.0% |
| 1Y | +12.1% | +25.5% | -13.4% | +0.4% |
| 3Y | +73.8% | -23.3% | +97.1% | +79.0% |
| 5Y | +73.8% | -22.6% | +96.4% | +76.9% |
| 10Y | +231.7% | +130.2% | +101.5% | +140.3% |
| All | +1,090.8% | +3,278.7% | -2,187.9% | +364.9% |
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 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